110 citations · 183 across the 16 of their papers we have counts for
18 papers
A scenario-cluster-based and enhanced progressive hedging algorithm for the two-stage stochastic quadratic knapsack problem
Ibrahim Dan Dije, Franklin Djeumou Fomeni, Leandro C. Coelho +1
This paper introduces the two-stage stochastic quadratic knapsack problem (TSSQKP) with uncertainty in profits and weights. To overcome the computational difficulties arising from…
A Gaussian integral formula for the Hermite polynomials: Combinatorics, Asymptotics and Applications
Mihai Nica, Janosch Ortmann
The Hermite polynomials are ubiquitous but can be difficult to work with due to their unwieldy definition in terms of derivatives. To remedy this, we showcase an underappreciated G…
On the distribution of cosine similarity with application to biology
Ian Smith, Janosch Ortmann, Farnoosh Abbas-Aghababazadeh +2
Cosine similarity is an established similarity metric for computing associations on vectors, and it is commonly used to identify related samples from biological perturbational data…
Gröbner and Graver bases for calculating Opportunity Cost Matrices
Yuchen Ge, Janosch Ortmann, Walter Rei
Opportunity cost matrices are interesting in the context of scenario reduction. We provide new algorithms, based on ideas from algebraic geometry, to efficiently compute the opport…
Coupling derivation of optimal-order central moment bounds in exponential last-passage percolation
Elnur Emrah, Nicos Georgiou, Janosch Ortmann
We introduce new probabilistic arguments to derive optimal-order central moment bounds in planar directed last-passage percolation. Our technique is based on couplings with the inc…
Problem-Driven Scenario Clustering in Stochastic Optimization
Julien Keutchayan, Janosch Ortmann, Walter Rei
In stochastic optimisation, the large number of scenarios required to faithfully represent the underlying uncertainty is often a barrier to finding efficient numerical solutions. T…