Browsing Computer Science and Artificial Intelligence Lab (CSAIL) by Subject "approximation algorithms, combinatorial optimization, stochastic optimization, risk, nonconvex optimization, concave programming"
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Stochastic Combinatorial Optimization with Risk
(2008-09-13)We consider general combinatorial optimization problems that can be formulated as minimizing the weight of a feasible solution wT x over an arbitrary feasible set. For these problems we describe a broad class of corresponding ...