6 citations · 6 across the 2 of their papers we have counts for
2 papers
math.OC2022
Relaxations and Cutting Planes for Linear Programs with Complementarity Constraints
Alberto Del Pia, Jeff Linderoth, Haoran Zhu
We study relaxations for linear programs with complementarity constraints, especially instances whose complementary pairs of variables are not independent. Our formulation is based…
stat.OT2014★ 6 cited
Validating Sample Average Approximation Solutions with Negatively Dependent Batches
Jiajie Chen, Cong Han Lim, Peter Z. G. Qian +2
Sample-average approximations (SAA) are a practical means of finding approximate solutions of stochastic programming problems involving an extremely large (or infinite) number of s…