Volume 19, Issue 3, pp. 1003-1509
Please Note: Electronic articles are available well in advance of the printed articles.
A New Unblocking Technique to Warmstart Interior Point Methods Based on Sensitivity Analysis
Jacek Gondzio and Andreas Grothey
pp. 1184-1210
The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs
M. C. Campi and S. Garatti
pp. 1211-1230
Parameterized Minimax Problem: On Lipschitz-Like Dependence of the Solution with Respect to the Parameter
Marc Quincampoix and Nadia Zlateva
pp. 1250-1269
Optimization Problems with Second Order Stochastic Dominance Constraints: Duality, Compact Formulations, and Cut Generation Methods
Gábor Rudolf and Andrzej Ruszczyński
pp. 1326-1343
A Minimax Theorem with Applications to Machine Learning, Signal Processing, and Finance
Seung-Jean Kim and Stephen Boyd
pp. 1344-1367
Two Algorithms for the Minimum Enclosing Ball Problem
E. Alper Yildirim
pp. 1368-1391
A Simplified Approach to Semismooth Newton Methods in Function Space
Anton Schiela
pp. 1417-1432
New Formulations for Optimization under Stochastic Dominance Constraints
James Luedtke
pp. 1433-1450
Universal Confidence Sets for Solutions of Optimization Problems
Silvia Vogel
pp. 1467-1488
aoğlu and E. Alper Yildirim