2 papers
math.OC2016
A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches
Francesca Maggioni, Florian Potra, Marida Bertocchi
In this paper we analyze the effect of two modelling approaches for supply planning problems under uncertainty: two-stage stochastic programming (SP) and robust optimization (RO).…
math.NA2011
A characterization of the behavior of the Anderson acceleration on linear problems
Florian Potra, Hans Engler
We give a complete characterization of the behavior of the Anderson acceleration (with arbitrary nonzero mixing parameters) on linear problems. Let n be the grade of the residual a…