Routing for relief efforts

AM Campbell, D Vandenbussche… - Transportation …, 2008 - pubsonline.informs.org
In the aftermath of a large disaster, the routing of vehicles carrying critical supplies can greatly
impact the arrival times to those in need. Because it is critical that the deliveries are both …

A finite branch-and-bound algorithm for nonconvex quadratic programming via semidefinite relaxations

S Burer, D Vandenbussche - Mathematical Programming, 2008 - Springer
… As mentioned in the introduction, we have chosen to use the method proposed by Burer
and Vandenbussche [4] for solving the SDP relaxations because of its applicability and …

A branch-and-cut algorithm for nonconvex quadratic programs with box constraints

D Vandenbussche, GL Nemhauser - Mathematical Programming, 2005 - Springer
We present the implementation of a branch-and-cut algorithm for bound constrained nonconvex
quadratic programs. We use a class of inequalities developed in [12] as cutting planes. …

Globally solving box-constrained nonconvex quadratic programs with semidefinite-based finite branch-and-bound

S Burer, D Vandenbussche - Computational Optimization and Applications, 2009 - Springer
We consider a recent branch-and-bound algorithm of the authors for nonconvex quadratic
programming. The algorithm is characterized by its use of semidefinite relaxations within a …

Solving lift-and-project relaxations of binary integer programs

S Burer, D Vandenbussche - SIAM Journal on Optimization, 2006 - SIAM
We propose a method for optimizing the lift-and-project relaxations of binary integer programs
introduced by Lovász and Schrijver. In particular, we study both linear and semidefinite …

A polyhedral study of nonconvex quadratic programs with box constraints

D Vandenbussche, GL Nemhauser - Mathematical Programming, 2005 - Springer
By reformulating quadratic programs using necessary optimality conditions, we obtain a
linear program with complementarity constraints. For the case where the only constraints are …

K-cuts: A variation of Gomory mixed integer cuts from the LP tableau

…, Y Li, D Vandenbussche - INFORMS Journal on …, 2003 - pubsonline.informs.org
For an integer program, a k-cutis a cutting plane generated by the Gomory mixed integer
procedure from a row of the LP tableau after multiplying it by a positive integer k. With this …

Endovenous laser obliteration for the treatment of primary varicose veins

M Vuylsteke, D Van den Bussche, EA Audenaert… - …, 2006 - journals.sagepub.com
Objective: The aim of this study was to compare the minimally invasive endovenous laser
technique for treatment of primary varicose veins with the conventional stripping operation in …

Multiportfolio optimization: A natural next step

…, RA Stubbs, D Vandenbussche - Handbook of portfolio …, 2010 - Springer
… vikwik D 0 for each asset k and 8i 2 A; vi 0 8i 2 A: … hi represents the vector of amounts
traded for each asset in account i 2 A and that t D … fi .wi /QtT Q Qt subject to ti D wi …

[PDF][PDF] Multi-portfolio optimization and fairness in allocation of trades

RA Stubbs, D Vandenbussche - White paper, Axioma Inc. Research Paper, 2009 - Citeseer
In a typical Institutional Separately Managed Account (SMA) framework, client portfolios that
follow a similar strategy are individually optimized and the resulting trades are pooled …