The following pages link to Simge Küçükyavuz (Q291059):
Displaying 45 items.
- Decomposition algorithms for two-stage chance-constrained programs (Q291060) (← links)
- A polyhedral study of production ramping (Q304233) (← links)
- Cut generation for optimization problems with multivariate risk constraints (Q312669) (← links)
- A note on ``Lot-sizing with fixed charges on stocks: the convex hull'' (Q429698) (← links)
- A computational study of the cutting plane tree algorithm for general mixed-integer linear programs (Q433830) (← links)
- On the transportation problem with market choice (Q479018) (← links)
- An \(O(n^2)\) algorithm for lot sizing with inventory bounds and fixed costs (Q943783) (← links)
- Branch-and-price-and-cut algorithms for solving the reliable \(h\)-paths problem (Q1016064) (← links)
- Uncapacitated lot sizing with backlogging: the convex hull (Q1016115) (← links)
- Robust multicriteria risk-averse stochastic programming models (Q1698287) (← links)
- A polyhedral study of the static probabilistic lot-sizing problem (Q1708524) (← links)
- A two-stage stochastic programming approach for influence maximization in social networks (Q1744898) (← links)
- On a cardinality-constrained transportation problem with market choice (Q1785735) (← links)
- An exact cutting plane method for \(k\)-submodular function maximization (Q2067498) (← links)
- Joint chance-constrained programs and the intersection of mixing sets through a submodularity lens (Q2089774) (← links)
- Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity (Q2097654) (← links)
- Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design (Q2118070) (← links)
- Ideal formulations for constrained convex optimization problems with indicator variables (Q2118117) (← links)
- An exact method for constrained maximization of the conditional value-at-risk of a class of stochastic submodular functions (Q2183220) (← links)
- On intersection of two mixing sets with applications to joint chance-constrained programs (Q2414899) (← links)
- Vector-valued multivariate conditional value-at-risk (Q2417154) (← links)
- On mixing sets arising in chance-constrained programming (Q2429465) (← links)
- Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs (Q2452371) (← links)
- A polyhedral approach to bisubmodular function minimization (Q2661581) (← links)
- Chance-Constrained Binary Packing Problems (Q2940063) (← links)
- Finite Disjunctive Programming Characterizations for General Mixed-Integer Linear Programs (Q3013929) (← links)
- Formulations for dynamic lot sizing with service levels (Q3120588) (← links)
- A Polyhedral Study of Multiechelon Lot Sizing with Intermediate Demands (Q3144405) (← links)
- Probabilistic Partial Set Covering with an Oracle for Chance Constraints (Q4629339) (← links)
- Three-partition flow cover inequalities for constant capacity fixed-charge network flow problems (Q4642417) (← links)
- On the Convexification of Constrained Quadratic Optimization Problems with Indicator Variables (Q5041763) (← links)
- Finitely Convergent Decomposition Algorithms for Two-Stage Stochastic Pure Integer Programs (Q5245372) (← links)
- Lot Sizing with Inventory Bounds and Fixed Costs: Polyhedral Study and Computation (Q5322130) (← links)
- Path Cover and Path Pack Inequalities for the Capacitated Fixed-Charge Network Flow Problem (Q5355207) (← links)
- A graph-based decomposition method for convex quadratic optimization with indicators (Q6102761) (← links)
- Strong valid inequalities for a class of concave submodular minimization problems under cardinality constraints (Q6110458) (← links)
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness (Q6114933) (← links)
- On the convex hull of convex quadratic optimization problems with indicators (Q6120854) (← links)
- Vector-Valued Multivariate Conditional Value-at-Risk (Q6289767) (← links)
- An Exact Method for Constrained Maximization of the Conditional Value-at-Risk of a Class of Stochastic Submodular Functions (Q6315919) (← links)
- A Polyhedral Approach to Bisubmodular Function Minimization (Q6336663) (← links)
- Conic Mixed-Binary Sets: Convex Hull Characterizations and Applications (Q6357156) (← links)
- Polyhedral Analysis of Quadratic Optimization Problems with Stieltjes Matrices and Indicators (Q6529403) (← links)
- A Parametric Approach for Solving Convex Quadratic Optimization with Indicators Over Trees (Q6530281) (← links)
- A computational study of cutting-plane methods for multi-stage stochastic integer programs (Q6533247) (← links)
