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- W. Matthew Carlyle, Johannes O. Royset, R. Kevin Wood
- Networks
- 2008

The constrained shortest-path problem (CSPP) generalizes the standard shortest-path problem by adding one or more path-weight side constraints. We present a new algorithm for CSPP that Lagrangianizes… (More)

- E. Y. Pee, Johannes O. Royset
- J. Optimization Theory and Applications
- 2011

This paper focuses on finite minimax problems with many functions, and their solution by means of exponential smoothing. We conduct run-time complexity and rate of convergence analysis of smoothing… (More)

Engineering decisions are invariably made under substantial uncertainty about current and future system cost and response, including cost and response associated with low-probability, highconsequence… (More)

- R. Tyrrell Rockafellar, Johannes O. Royset
- Rel. Eng. & Sys. Safety
- 2010

In reliability engineering focused on the design and optimization of structures, the typical measure of reliability is the probability of failure of the structure or its individual components… (More)

- Johannes O. Royset, R. Kevin Wood
- INFORMS Journal on Computing
- 2007

W describe a new algorithm for computing the efficient frontier of the “bi-objective maximum-flow network-interdiction problem.” In this problem, an “interdictor” seeks to interdict (destroy) a set… (More)

- R. Tyrrell Rockafellar, Johannes O. Royset
- Math. Program.
- 2014

Random variables can be described by their cumulative distribution functions, a class of nondecreasing functions on the real line. Those functions can in turn be identified, after the possible… (More)

- Paris Perdikaris, Daniele Venturi, Johannes O. Royset, George Em Karniadakis
- Proceedings. Mathematical, physical, and…
- 2015

We propose a new framework for design under uncertainty based on stochastic computer simulations and multi-level recursive co-kriging. The proposed methodology simultaneously takes into account… (More)

We derive an implementable algorithm for solving nonlinear stochastic optimization problems with failure probability constraints using sample average approximations. The paper extends prior results… (More)

- Elijah Polak, Johannes O. Royset
- Comp. Opt. and Appl.
- 2005

We present an approach for the solution of a class of generalized semi-infinite optimization problems. Our approach uses augmented Lagrangians to transform generalized semi-infinite min-max problems… (More)

- Johannes O. Royset, Elijah Polak, Armen Der Kiureghian
- SIAM Journal on Optimization
- 2003