## Batched Bin Packing

We introduce and study the batched bin packing problem (BBPP), a bin packing problem in which items become available for packing incrementally, one batch at a time. A batched algorithm must pack a batch before the next batch becomes known. A batch may contain several items; the special case when each batch consists of merely … Read more

## Stable Matchings for Three-Sided Systems

A sufficient condition is provided for the existence of stable matchings for three sided systems. Article Download View Stable Matchings for Three-Sided Systems

## A filter-trust-region method for unconstrained optimization

A new filter-trust-region algorithm for solving unconstrained nonlinear optimization problems is introduced. Based on the filter technique introduced by Fletcher and Leyffer, it extends an existing technique of Gould, Leyffer and Toint (SIAM J. Optim., to appear 2004) for nonlinear equations and nonlinear least-squares to the fully general unconstrained optimization problem. The new algorithm is … Read more

## Portfolio Optimization with Stochastic Dominance Constraints

We consider the problem of constructing a portfolio of finitely many assets whose returns are described by a discrete joint distribution. We propose a new portfolio optimization model involving stochastic dominance constraints on the portfolio return. We develop optimality and duality theory for these models. We construct equivalent optimization models with utility functions. Numerical illustration … Read more

## Optimization of Convex Risk Functions

We consider optimization problems involving convex risk functions. By employing techniques of convex analysis and optimization theory in vector spaces of measurable functions we develop new representation theorems for risk models, and optimality and duality theory for problems involving risk functions. Citation Preprint Article Download View Optimization of Convex Risk Functions