no code implementations • 13 Aug 2019 • Hamed Rahimian, Sanjay Mehrotra
The concepts of risk-aversion, chance-constrained optimization, and robust optimization have developed significantly over the last decade.
2 code implementations • 7 Mar 2012 • Sanjay Mehrotra, Dávid Papp
We revisit the problem of extending quadrature formulas for general weight functions, and provide a generalization of Patterson's method for the constant weight function.
Numerical Analysis Numerical Analysis 65D32 G.1.4
