We present a result on convexity and weak compactness of the range of a vector measure with values in a Banach space, based on the Maharam classification of measure spaces. Our result extends a recent result of Khan and Sagara [Illinois Journal of Mathematics, forthcoming].

The proof of convergence of adaptive discretization-based algorithms for semi-infinite programs (SIPs) usually relies on compact host sets for the upper- and lower-level variables. This assumption is violated in some applications, and we show that indeed convergence problems can arise when...

This article introduces the new class of continuous set covering problems. These optimization problems result, among others, from product portfolio design tasks with products depending continuously on design parameters and the requirement that the product portfolio satisfies customer...

Utility and risk are two often competing measurements on the investment success. We show that efficient trade-off between these two measurements for investment portfolios happens, in general, on a convex curve in the two-dimensional space of utility and risk. This is a rather general pattern....

Conditional distribution functions are important statistical objects for the analysis of a wide class of problems in econometrics and statistics. We propose flexible Gaussian representations for conditional distribution functions and give a concave likelihood formulation for their global...

We consider a project scheduling problem where the precedence constraints graph is an out-tree. The processing times can be compressed by using additional resources, which causes cost and simultaneously reduces the processing times of jobs. The objective is to minimize the sum of total lateness...