2 papers
math.OC2025
Measuring dissimilarity between convex cones by means of max-min angles
Welington de Oliveira, Valentina Sessa, David Sossa
This work introduces a novel dissimilarity measure between two convex cones, based on the max-min angle between them. We demonstrate that this measure is closely related to the Pom…
math.OC2024
Scenario Tree Reduction via Wasserstein Barycenters
Daniel Mimouni, Paul Malisani, Jiamin Zhu +1
Scenario tree reduction techniques are essential for achieving a balance between an accurate representation of uncertainties and computational complexity when solving multistage st…