2 papers
math.OC2026
Balancing adaptability and predictability: K-revision multistage stochastic programming
Chengwenjian Wang, Alexander S. Estes, Jean-Philippe P. Richard
A standard assumption in multistage stochastic programming is that decisions are made after observing the uncertainty from the prior stage. The resulting solutions can be difficult…
math.OC2024
From an Interior Point to a Corner Point: Smart Crossover
Dongdong Ge, Chengwenjian Wang, Zikai Xiong +1
Identifying optimal basic feasible solutions to linear programming problems is a critical task for mixed integer programming and other applications. The crossover method, which aim…