Browsing High Performance Computation for Engineered Systems (HPCES) by Author "Bertsimas, Dimitris J."

Now showing items 1-5 of 5

    • Applications of Semidefinite Optimization in Stochastic Project Scheduling 

      Bertsimas, Dimitris J.; Natarajan, Karthik; Teo, Chung Piaw (2002-01)
      We propose a new method, based on semidefinite optimization, to find tight upper bounds on the expected project completion time and expected project tardiness in a stochastic project scheduling environment, when only limited ...

    • Bounds on Linear PDEs via Semidefinite Optimization 

      Bertsimas, Dimitris J.; Caramanis, Constantine (2002-01)
      Using recent progress on moment problems, and their connections with semidefinite optimization, we present in this paper a new methodology based on semidefinite optimization, to obtain a hierarchy of upper and lower bounds ...

    • Optimal Bidding in Online Auctions 

      Bertsimas, Dimitris J.; Hawkins, Jeff; Perakis, Georgia (2002-01)
      Online auctions are arguably one of the most important and distinctly new applications of the internet. The predominant player in online auctions, eBay, has over 18.9 milllion users, and it was the host of over $5 billion ...

    • Robust Discrete Optimization 

      Bertsimas, Dimitris J.; Sim, Melvyn (2003-01)
      We propose an approach to address data uncertainty for discrete optimization problems that allows controlling the degree of conservatism of the solution, and is computationally tractable both practically and theoretically. ...

    • A Robust Optimization Approach to Supply Chain Management 

      Bertsimas, Dimitris J.; Thiele, Aurélie (2004-01)
      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 ...