Francesca Maggioni

Extension and Implementation of Homogeneous Self-dual Methods for Symmetric Cones under Uncertainty

  • Baha Alzalg
  • Francesca Maggioni
  • Sebastiano Vitali
    • Categories Linear, Cone and Semidefinite Programming, Stochastic Programming

    Homogeneous self-dual algorithms for stochastic semidefinite programs with finite event space has been proposed by Jin et al. in [12]. Alzalg [8], has adopted their work to derive homogeneous self-dual algorithms for stochastic second-order programs with finite event space. In this paper, we generalize these two results to derive homogeneous self-dual algorithms for stochastic programs … Read more

    Stochastic versus Robust Optimization for a Transportation Problem

  • Marida Bertocchi
  • Francesca Maggioni
  • Florian A. Potra
    • Categories Robust Optimization, Stochastic Programming, Transportation Tags , ,

    In this paper we consider a transportation problem under uncertainty related to gypsum replenishment for a cement producer. The problem is to determine the number of vehicles to book at the beginning of each week to replenish gypsum at all the cement factories of the producer in order to minimize the total cost, given by … Read more

    Monotonic bounds in multistage mixed-integer linear stochastic programming: theoretical and numerical results

  • Elisabetta Allevi
  • Marida Bertocchi
  • Francesca Maggioni
    • Categories Stochastic Programming

    Multistage stochastic programs bring computational complexity which may increase exponentially in real case problems. For this reason approximation techniques which replace the problem by a simpler one and provide lower and upper bounds to the optimal solution are very useful. In this paper we provide monotonic lower and upper bounds for the optimal objective value … Read more