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- Kees Roos, Tamás Terlaky, Jean-Philippe Vial
- Wiley-Interscience series in discrete mathematics…
- 1998

- Aharon Ben-Tal, Boaz Golany, Arkadi Nemirovski, Jean-Philippe Vial
- Manufacturing & Service Operations Management
- 2005

W e propose the use of robust optimization (RO) as a powerful methodology for multiperiod stochastic operations management problems. In particular, we study a two-echelon multiperiod supply chain problem, known as the retailer-supplier flexible commitment (RSFC) problem with uncertain demand that is only known to reside in some uncertainty set. We adopt a… (More)

- Jean-Louis Goffin, Jean-Philippe Vial
- SIAM Journal on Optimization
- 2000

We analyze the multiple cut generation scheme in the analytic center cutting plane method. We propose an optimal primal and dual updating direction when the cuts are central. The direction is optimal in the sense that it maximizes the product of the new dual slacks and of the new primal variables within the trust regions deened by Dikin's primal and dual… (More)

- Yurii Nesterov, Jean-Philippe Vial
- Automatica
- 2008

We propose an alternative approach 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 objective value is doubly random, since it depends on two outcomes: the event in the stochastic program and the randomized… (More)

- Aharon Ben-Tal, Dick den Hertog, Jean-Philippe Vial
- Math. Program.
- 2015

In this paper we provide a systematic way to construct the robust counterpart of a nonlinear uncertain inequality that is concave in the uncertain parameters. We use convex analysis (support functions, conjugate functions, Fenchel duality) and conic duality in order to convert the robust counterpart into an explicit and computationally tractable set of… (More)

- Guy de Ghellinck, Jean-Philippe Vial
- Algorithmica
- 1986

An algorithm is presented for solving a set of linear equations on the nonnegative orthant. This problem can be made equivalent to the maximization of a simple concave function subject to a similar set of linear equations and bounds on the variables. A Newton method can then be used which enforces a uniform lower bound which increases geometrically with the… (More)

- Jean-Louis Goffin, Jacek Gondzio, Robert Sarkissian, Jean-Philippe Vial
- Math. Program.
- 1996

The paper deals with nonlinear multicommodity ow problems with convex costs. A decomposition method is proposed to solve them. The approach applies a potential reduction algorithm to solve the master problem approximately and a column generation technique to deene a sequence of primal linear programming problems. Each subproblem consists of nding a minimum… (More)

- Jean-Philippe Vial
- Math. Oper. Res.
- 1983

- Olivier du Merle, Jean-Louis Goffin, Jean-Philippe Vial
- Comp. Opt. and Appl.
- 1998

- Emmanuel Fragni, Jacek Gondzioz, Robert Sarkissian, Jean-Philippe Vial
- 1998

A new concept is proposed for linking algebraic modeling language and the structure exploiting solver. SPI (Structure Passing Interface) is a program that enables retrieving structure from the anonymous mathematical program built by the algebraic modeling language. SPI passes the special structure of the problem to a SES (Structure Exploiting Solver). An… (More)