Facility networks can be disrupted by, for example, power outages, poor weather conditions, or natural disasters, and the probabilities of these events may be difficult to estimate. This could lead…
We consider Benders decomposition for solving two-stage stochastic programs with complete recourse based on finite samples of the uncertain parameters. We define the Benders cuts binding at the fin…
We first propose a semi-proximal augmented Lagrangian-based decomposition method to directly solve the primal form of a convex composite quadratic conic-programming problem with a primal block-angu…
We develop a practical procedure for solving the price-setting newsvendor problem employing (a) statistical estimation methods to recover only three distinct aspects of the demand distribution: the…