activity
20162024
most citedGeneralized Adaptive Partition-based Method for Two-Stage Stochastic Programs with Fixed Recourse

13 citations · 17 across the 5 of their papers we have counts for

collaborators

7 papers

cs.DM2024

Exact Hyper-Rectangular Clustering via Adaptive Subset Selection

Diego Delle Donne, Javier Marenco, Eduardo Moreno

We study the hyper-rectangular clustering problem (HRCP), where the goal is to partition a set of points into a fixed number of axis-aligned clusters while minimizing the total spa…

math.OC2022★ 1 cited

Benders Adaptive-Cuts Method for Two-Stage Stochastic Programs

Cristian Ramírez-Pico, Ivana Ljubić, Eduardo Moreno

Benders decomposition is one of the most applied methods to solve two-stage stochastic problems (TSSP) with a large number of scenarios. The main idea behind the Benders decomposit…

math.OC2021★ 2 cited

Exact reliability optimization for series-parallel graphs using convex envelopes

Javiera Barrera, Eduardo Moreno, Gonzalo Muñoz +1

Given its wide spectrum of applications, the classical problem of all-terminal network reliability evaluation remains a highly relevant problem in network design. The associated op…

math.OC2021★ 1 cited

Convex envelopes for ray-concave functions

Javiera Barrera, Eduardo Moreno, Gonzalo Muñoz

Convexification based on convex envelopes is ubiquitous in the non-linear optimization literature. Thanks to considerable efforts of the optimization community for decades, we are…

math.OC2020★ 13 cited

Generalized Adaptive Partition-based Method for Two-Stage Stochastic Programs with Fixed Recourse

Cristian Ramirez-Pico, Eduardo Moreno

We present a method to solve two-stage stochastic problems with fixed recourse when the uncertainty space can have either discrete or continuous distributions. Given a partition of…

q-fin.GN2016

A decomposition algorithm for computing income taxes with pass-through entities and its application to the Chilean case

Javiera Barrera, Eduardo Moreno, Sebastian Varas

Income tax systems with pass-through entities transfer a firm's incomes to the shareholders, which are taxed individually. In 2014, a Chilean tax reform introduced this type of ent…