Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On a class of stochastic programs with exponentially many scenarios   We consider a class of stochastic programs whose uncertain data has an
exponential number of possible outcomes, where scenarios are affinely
parametrized by the vertices of a tractable binary polytope. Under these
conditions, we propose a novel formulation that introduces a modest number of
additional variables and a class of inequalities that can be efficiently
separated. Moreover, when the underlying polytope is the unit hypercube, we
present an extended formulation of polynomial size that can be solved directly
with off--the--shelf optimization software. We assess the advantages and
limitations of our formulation through a computational study.

8
The categories of this paper are: hep-ex
35
The categories of this paper are: mtrl-th
29
The categories of this paper are: funct-an
28
The categories of this paper are: alg-geom
14
The categories of this paper are: math-ph
16
The categories of this paper are: stat
13
The categories of this paper are: quant-ph
19
The categories of this paper are: eess
22
The categories of this paper are: chao-dyn
3
The categories of this paper are: physics
17
The categories of this paper are: q-fin
30
The categories of this paper are: q-alg
7
The categories of this paper are: hep-th
0
The categories of this paper are: hep-ph
6
The categories of this paper are: astro-ph
4
The categories of this paper are: cond-mat