This repository contains the input data and the code presented in the article "Optimizing the expected maximum of two linear functions defined on a multivariate Gaussian distribution", authored by David Bergman, Carlos Cardonha, Jason Imbrogno, and Leonardo Lozano, which has been accepted for publication at the INFORMS Journal on Computing.
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dataBinPacking.zip contains the problem instances reported in Section 5
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dataScheduling.zip contains the problem instances reported in Section 7
- dataDFF.zip contains the problem instances reported in Section 7
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OrderStatIJOC.zip contains all the source code and input data for the main cutting-plane algorithm as well as the simOpt benchmark
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OrderStatDFF.zip contains all the source code for the cutting-plane algorithm and the heuristic used for real DFF instances
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OrderStatScheduling.zip contains all the source code for the cutting-plane algorithm and heuristic used for scheduling problems
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simulationsBinPacking.zip contains the simulated vectors used for the simOpt benchmark