期刊： MATHEMATICS OF OPERATIONS RESEARCH, 2021; 46 (3)
In a prior study [Ye HQ, Yao DD (2016) Diffusion limit of fair resource control- Stationary and interchange of limits. Math. Oper. Res. 41(4):1161-120......
期刊： MATHEMATICS OF OPERATIONS RESEARCH, 2021; 46 (3)
This paper shows that the self-concordance parameter of the universal barrier on any n-dimensional proper convex domain is upper bounded by n. This bo......
期刊： MATHEMATICS OF OPERATIONS RESEARCH, 2021; 46 (1)
We consider the problem of makespan minimization on unrelated machines when job sizes are stochastic. The goal is to find a fixed assignment of jobs t......
期刊： MATHEMATICS OF OPERATIONS RESEARCH, 2021; 46 (1)
We introduce a unified algorithmic framework, called the proximal-like incremental aggregated gradient (PLIAG) method, for minimizing the sum of a con......
期刊： MATHEMATICS OF OPERATIONS RESEARCH, 2020; 45 (1)
In practice, one must recognize the inevitable incompleteness of information while making decisions. In this paper, we consider the optimal redeeming ......
期刊： MATHEMATICS OF OPERATIONS RESEARCH, 2020; 45 (1)
Random permutation is observed to be powerful for optimization algorithms: for multiblock ADMM (alternating direction method of multipliers), whereas ......
期刊： MATHEMATICS OF OPERATIONS RESEARCH, 2019; 44 (1)
We study the stochastic versions of a broad class of combinatorial problems where the weights of the elements in the input data set are uncertain. The......
期刊： MATHEMATICS OF OPERATIONS RESEARCH, 2019; 44 (1)
Discrete approximation of probability distributions is an important topic in stochastic programming. In this paper, we extend the research on this top......
期刊： MATHEMATICS OF OPERATIONS RESEARCH, 2019; 44 (2)
We provide the first perfect sampling algorithm for a generalized Jackson network of first-in, first-out queues under arbitrary topology and non-Marko......
期刊： MATHEMATICS OF OPERATIONS RESEARCH, 2019; 44 (2)
In this paper, we consider the linearly constrained composite convex optimization problem, whose objective is a sum of a smooth function and a possibl......
期刊： MATHEMATICS OF OPERATIONS RESEARCH, 2019; 44 (3)
A symmetric tensor is completely positive (CP) if it is a sum of tensor powers of nonnegative vectors. This paper characterizes completely positive bi......
期刊： MATHEMATICS OF OPERATIONS RESEARCH, 2019; 44 (3)
Consider a storage system where the content is driven by a Brownian motion in the absence of control. At any time, one may increase or decrease the co......
期刊： MATHEMATICS OF OPERATIONS RESEARCH, 2018; 43 (4)
In this paper we propose an approach to investigate a model of consumption and investment with a mandatory retirement date and early retirement option......
期刊： MATHEMATICS OF OPERATIONS RESEARCH, 2018; 43 (4)
Random projections are random linear maps, sampled from appropriate distributions, which approximately preserve certain geometrical invariants so that......
期刊： MATHEMATICS OF OPERATIONS RESEARCH, 2018; 43 (1)
The conjugate gradient (CG) method is an efficient iterative method for solving large-scale strongly convex quadratic programming (QP). In this paper,......
