We present a survey of nondifferentiable optimization problems and methods with special focus on the analytic center cutting plane method. We propose a self-contained convergence analysis, that uses the formalism of the theory of self-concordant fucntions, but for the main results, we give...

SETSTOCH is a tool for linking Algebraic Modeling Languages with Specialized Stochastic Programming Solvers. Its main role is to retrieve from the modeling language a dynamically ordered core model (baseline scenario) that is then sent automatically to the Stochastic Solver. The user is thus...

This paper addresses the issues involved with an interior point-based decomposition applied to the solution of linear programs with a block-angular structure. Unlike classicla decomposition schemes that use the simplex method to solve subproblems, the approach presented in this paper employs a...

We propose an alternative apporach to stochastic programming based on Monte-Carlo sampling and stochastic gradient optimization. The procedure is by essence probabilistic and the computed solution is a random variable. The associated objectiev value is doubly random, since it depends two...

We propose a stochastic programming approach for quantitative analysis of supply contracts, involving flexibility, between a buyer and a supplier, in a supply chain framework.

Data Envelopment Analysis (DEA) has been widely studied in the literature since its inception in 1978. The methodology behind the classical DEA, the oriented method, is to hold inputs (outputs) constant and to determine how much of an improvement in the output (input) dimensions is necessary in...

The Wong-Viner Envelope Theorem on the equality of long-run and short-run marginalcosts (LRMC and SRMC) is reformulated for convex but generally nondifferentiable costfunctions. The marginal cost can be formalized as the multi-valued subdifferential a.k.a.the subgradient set but, in itself, this...

In this paper, we study the sensitivity of the optimum of a max-min combinatorial optimization problem, namely the Knapsack Sharing Problem (KSP), to the perturbation of the profit of an arbitrary item. We mainly establish the interval limits of each perturbed item by applying a reduction of the...

In this paper, we study the sensitivity analysis of the optimum of the knapsack sharing problem (KSP) to the perturbation of the weight of an arbitrary item. We determine the interval limits of the weight of each perturbed item using a heuristic approach which reduces the original problem to a...

In this paper, we propose three algorithms for approximately solving the circular open dimension problem, known also as the circular strip cutting/ packing problem. We first propose an open strip generation solution procedure that uses the best local position rule into the open strip. Second, we...