7 problems
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Distinct convergence rates for scenario generation and Fleming–Viot rare-event sampling
The two approaches are scenario generation and rare-event sampling with Fleming–Viot biasing for robust stochastic programming; let the number of scenarios tend to infinity, and co…
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Integrality-gap conjecture for the K-revision hypercube problem
Integrality-gap conjecture. For the -revision hypercube problem,
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The PO-PA prediction-loss inconsistency conjecture for the Newsvendor problem
Consider the unconstrained Newsvendor problem with backorder and holding-cost parameters and demand mean model … where unless otherwise specified. Let SIMOP…
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Extension of the SAA lower-bound proof to extended-real-valued objectives
Extension conjecture. The proof in Mak, Morton, and Wood (1999) that is a lower bound for and is monotonically increasing in can be extended to th…
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Existence of an optimal surrogate formulation for two-stage stochastic integer programs
Surrogate optimality conjecture. There exist , , and such that, if…
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Polynomial-size exact MIP reformulation for pre-disaster planning on low-pathwidth line graphs
Let be the underlying graph, and let its line graph have pathwidth bounded by . The pre-disaster planning reformulation conjecture. The pr…
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Conjecture on planar packing by extremities of non-overlapping equilateral triangles
Planar equilateral-triangle packing conjecture. The value of can be obtained by taking the extremities of non-overlapping…