Searching for authors named "Dimitris Bertsimas" – sorted by Relevance.

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46 documents found, showing 1 through 10. Next 10 →

The Value of Adaptability
by Dimitris Bertsimas, Constantine Caramanis — 2005
…We consider linear optimization problems with deterministic parameter uncertainty. We consider a departure from the robust optimization paradigm, allowing the decision-maker some limited, finite adaptability. Equivalently, we can view this as though the decision-maker can obtain some additional info…
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On the Spacefilling Curve Heuristic for the Euclidean Traveling Salesman Problem
by Dimitris Bertsimas, Michelangelo Grigni — 1988
…Bartholdi and Platzman [3] proposed the spacefilling curve heuristic for the Euclidean Traveling Salesman Problem and proved that their heuristic returns a tour within an O(lg n) factor of optimal length. They conjectured that the worst-case ratio is in fact O(1). In this note we exhibit a counterex…
Cited by 5 (0 self) – Add To MetaCart

On the worst case complexity of potential reduction algorithms for linear programming, Working Paper 3558-93
by Dimitris Bertsimas, Xiaodong Luo, Dimitris Bertsimas, Xiaodong Luo — 1993 — Sloan School of Management, MIT
…There are several classes of interior point algorithms that solve linear programming problems in O(Vin L) iterations, but it is not known whether this bound is tight for any interior point algorithm. Among interior point algorithms, several potential reduction algorithms combine both theoretical (O(…
Cited by 1 (0 self) – Add To MetaCart

Optimization of polling systems and dynamic vehicle routing problems on networks", submitted for publication
by Dimitris Bertsimas, Dimitris Bertsimas, Haiping Xu, Haiping Xu — 1993
…Investigator Award DDM-9158118 with matching funds from Draper Laboratory.…
Cited by 1 (1 self) – Add To MetaCart

Semidefinite Relaxations, Multivariate Normal Distributions, and Order Statistics
by Dimitris Bertsimas, Yinyu Ye — 1997 — D.-Z. Du and P.M. Pardalos (Eds
…We propose two new dependent randomized rounding algorithms for approximating the global maximum of a quadratic program subject to linear as well as boolean constraints. We show that the first of these methods based on the multivariate normal distribution, provides (a) a 0.878 approximation algorith…
Cited by 23 (7 self) – Add To MetaCart

Moment Problems via Semidefinite Programming: Applications in Probability and Finance
by Ioana Popescu, Dimitris Bertsimas — 2000
…We address the problem of deriving optimal inequalities for E[(X)], for a multivariate random variable X that has a given collection of general moments E[f i (X)] = q i . The goal of this paper is twofold: First, to present the beautiful interplay of optimization and moment inequalities, from a mode…
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A robust optimization approach to supply chain management
by Dimitris Bertsimas, Aurélie Thiele — 2003 — Operations Research
…Abstract. We propose a general methodology based on robust optimization to address the problem of optimally controlling a supply chain subject to stochastic demand in discrete time. The attractive features of the proposed approach are: (a) It incorporates a wide variety of phenomena, including deman…
Cited by 14 (2 self) – Add To MetaCart

Tractable Approximations to Robust Conic Optimization Problems
by Dimitris Bertsimas, Melvyn Sim — 2006 — Math. Program
…In earlier proposals, the robust counterpart of conic optimization problems exhibits a lateral increase in complexity, i.e., robust linear programming problems (LPs) become second order cone problems (SOCPs), robust SOCPs become semidefinite programming problems (SDPs), and robust SDPs become NP-har…
Cited by 8 (1 self) – Add To MetaCart

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