2 papers
math.OC2024
A decomposition algorithm for two-stage stochastic programs with approximate rotational invariance
Marzieh Bakhshi, Konstantin Tikhomirov
We propose an algorithm of approximating the optimal objective value of a two-stage stochastic program under an assumption of {\it approximate rotational invariance} of the technol…
math.PR2024
On the optimal objective value of random linear programs
Marzieh Bakhshi, James Ostrowski, Konstantin Tikhomirov
We consider the problem of maximizing subject to the constraints , where , is an matrix with mutually independen…