Chris Ryan

I discuss algorithms and complexity results for two game theoretic extensions of integer programming: integer programming games and bilevel integer programming. In the case of integer programming games, I discuss an algorithm which computes pure Nash...

We explore how Fourier-Motzkin elimination, a standard tool in finite dimensional linear programming, can be used to understand the duality theory of more general optimization problems, including semi-infinite linear, convex and conic programming...

The discrete moment problem is a foundational problem in distribution-free robust optimization, where the goal is to find a worst-case distribution that satisfies a given set of moments. This paper studies the discrete moment problems with additional...