Country: Germany

Found 3096 papers in total
Solving linear programs with finite precision: I. Condition numbers and random programs
Solving linear programs with finite precision: I. Condition numbers and random programs
2004,
We define a condition number 𝒦 ( A, b,c ) for a linear program min c T x s.t. Ax...
Advanced preprocessing techniques for linear and quadratic programming
Advanced preprocessing techniques for linear and quadratic programming
2003,
The paper presents an overview on the preprocessing techniques of linear programming....
Lifting, superadditivity, mixed integer rounding and single node flow sets revisited
Lifting, superadditivity, mixed integer rounding and single node flow sets revisited
2003,
In this survey we attempt to give a unified presentation of a variety of results on...
Second order necessary conditions in set constrained differentiable vector optimization
Second order necessary conditions in set constrained differentiable vector optimization
2003,
We state second order necessary optimality conditions for a vector optimization...
Well-posedness and convexity in vector optimization
Well-posedness and convexity in vector optimization
2003,
We study a notion of well-posedness in vector optimization through the behaviour of...
Gap-free computation of Pareto-points by quadratic scalarizations
Gap-free computation of Pareto-points by quadratic scalarizations
2004,
In multicriteria optimization, several objective functions have to be minimized...
Semistrictly quasiconvex mappings and non-convex vector optimization
Semistrictly quasiconvex mappings and non-convex vector optimization
2004,
This paper introduces a new class of non-convex vector functions strictly larger than...
Trust-region algorithms for derivative-free optimization and nonlinear bilevel programming
Trust-region algorithms for derivative-free optimization and nonlinear bilevel programming
2004,
We briefly describe the contents of the author's PhD thesis discussed on July 2003 at...
Interior-point methods for nonconvex nonlinear programming: Jamming and numerical testing
Interior-point methods for nonconvex nonlinear programming: Jamming and numerical testing
2004,
The paper considers an example of Wächter and Biegler which is shown to converge...
The Broyden–Fletcher–Goldfarb–Shanno method with exact line searches fails for non-convex objective functions
The Broyden–Fletcher–Goldfarb–Shanno method with exact line searches fails for non-convex objective functions
2004,
This work shows that the BFGS method and other methods in the Broyden class, with...
Augmented self-concordant barriers and nonlinear optimization problems with finite complexity
Augmented self-concordant barriers and nonlinear optimization problems with finite complexity
2004,
In this paper we study special barrier functions for convex cones, which are the sum...
Global optimization of mixed-integer nonlinear programs: A theoretical and computational study
Global optimization of mixed-integer nonlinear programs: A theoretical and computational study
2004,
This work addresses the development of an efficient solution strategy for obtaining...
An improved sequential quadratic programming algorithm for inequality constrained optimization
An improved sequential quadratic programming algorithm for inequality constrained optimization
2003,
In this paper, the feasible type SQP method is improved. A new algorithm is proposed...
A new trust region method for nonlinear equations
A new trust region method for nonlinear equations
2003,
In this paper, a new trust region method for the system of non-linear equations is...
Coderivatives in parametric optimization
Coderivatives in parametric optimization
2004,
We consider parametric families of constrained problems in mathematical programming...
On robust optimization of two-stage systems
On robust optimization of two-stage systems
2004,
Robust-optimization models belong to a special class of stochastic programs, where the...
Stochastic programming duality: ℒ∞ multipliers for unbounded constraints with an application to mathematical finance
Stochastic programming duality: ℒ∞ multipliers for unbounded constraints with an application to mathematical finance
2004,
A new duality theory is developed for a class of stochastic programs in which the...
Convex approximations for complete integer recourse models
Convex approximations for complete integer recourse models
2004,
We consider convex approximations of the expected value function of a two-stage...
Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
2004,
We consider a new class of optimization problems involving stochastic dominance...
Adjustable robust solutions of uncertain linear programs
Adjustable robust solutions of uncertain linear programs
2004,
We consider linear programs with uncertain parameters, lying in some prescribed...
Generalized maximum entropy estimation of dynamic programming models with sample selection bias
Generalized maximum entropy estimation of dynamic programming models with sample selection bias
2003,
In this study, an alternative estimation strategy is suggested, which requires the...
Detecting periods in which a time series model fails to predict the observed volatility
Detecting periods in which a time series model fails to predict the observed volatility
2003,
The cumulative sums of squares (CUSUMSQ) provide a means for detecting change points...
A first-passage time problem in reliability theory
A first-passage time problem in reliability theory
2001,
A common replacement policy for technical systems consists in replacing a system by a...
Smoothed analysis of termination of linear programming algorithms
Smoothed analysis of termination of linear programming algorithms
2003,
We perform a smoothed analysis of a termination phase for linear programming...
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