Samid Hoda Liquefied Natural Gas (LNG) is steadily becoming a common mode for commercializing natural gas. In this paper, we develop methods for improving both lower and upper bounds for a previously stated form of an LNG inventory routing problem. A Dantzig-Wolfe-based decomposition approach is developed for LNG inventory routing problem (LNG-IRP) attempting to overcome poor lower … Read more
We develop first-order smoothing techniques for saddle-point problems that arise in the Nash equilibria computation of sequential games. The crux of our work is a construction of suitable prox-functions for a certain class of polytopes that encode the sequential nature of the games. An implementation based on our smoothing techniques computes approximate Nash equilibria for … Read more
We propose a new gradient based scheme to approximate Nash equilibria of large sequential two-player, zero-sum games. The algorithm uses modern smoothing techniques for saddle-point problems tailored specifically for the polytopes used in the Nash equilibrium problem. Citation Working Paper, Tepper School of Business, Carnegie Mellon University Article Download View A gradient-based approach for computing … Read more