Country: Germany

Found 3096 papers in total
Risk hedging via options contracts for physical delivery
Risk hedging via options contracts for physical delivery
2003,
We develop an analytical framework for the valuation of options contracts for physical...
Progress on perfect graphs
Progress on perfect graphs
2003,
A graph is perfect if for every induced subgraph, the chromatic number is equal to the...
Stability estimates in the problem of average optimal switching of a Markov chain
Stability estimates in the problem of average optimal switching of a Markov chain
2003,
We consider a switching model for a Markov chain x t with a transition probability...
The mixed general routing polyhedron
The mixed general routing polyhedron
2003,
In Arc Routing Problem, ARPs, the aim is to find on a graph a minimum cost traversal...
Semidefinite programming relaxations for semialgebraic problems
Semidefinite programming relaxations for semialgebraic problems
2003,
A hierarchy of convex relaxations for semialgebraic problems is introduced. For...
Extension of primal–dual interior point algorithms to symmetric cones
Extension of primal–dual interior point algorithms to symmetric cones
2003,
In this paper we show that the so-called commutative class of primal–dual...
Solving monotone inclusions with linear multi-step methods
Solving monotone inclusions with linear multi-step methods
2003,
In this paper a new class of proximal-like algorithms for solving monotone inclusions...
Index information algorithm with local tuning for solving multidimensional global optimization problems with multiextremal constraints
Index information algorithm with local tuning for solving multidimensional global optimization problems with multiextremal constraints
2003,
Multidimensional optimization problems where the objective function and the...
Convergence rate analysis of interactive algorithms for solving variational inequality problems
Convergence rate analysis of interactive algorithms for solving variational inequality problems
2003,
We present a unified convergence rate analysis of iterative methods for solving the...
Online algorithms: a survey
Online algorithms: a survey
2003,
During the last 15 years online algorithms have received considerable research...
Approximation schemes for NP-hard geometric optimization problems: a survey
Approximation schemes for NP-hard geometric optimization problems: a survey
2003,
Traveling Salesman, Steiner Tree, and many other famous genetic optimization problems...
The mathematics of eigenvalue optimization
The mathematics of eigenvalue optimization
2003,
Optimization problems involving the eigenvalues of symmetric and nonsymmetric matrices...
First- and second-order methods for semidefinite programming
First- and second-order methods for semidefinite programming
2003,
In this paper, we survey the most recent methods that have been developed for the...
Variational conditions with smooth constraints: structure and analysis
Variational conditions with smooth constraints: structure and analysis
2003,
This is an expository paper about the analysis of variational conditions over sets...
Differential and sensitivity properties of gap functions for vector variational inequalities
Differential and sensitivity properties of gap functions for vector variational inequalities
2003,
The purpose of this paper is to investigate differential properties of a class of...
Upper semicontinuity of closed-convex-valued multifunctions
Upper semicontinuity of closed-convex-valued multifunctions
2003,
In this paper we study the (Berge) upper semicontinuity of a generic multifunction...
Characterizations of convex and quasiconvex set-valued maps
Characterizations of convex and quasiconvex set-valued maps
2003,
The aim of this paper is to characterize in terms of classical convexity and...
Recent advances in the solution of quadratic assignment problems
Recent advances in the solution of quadratic assignment problems
2003,
The quadratic assignment problem (QAP) is notoriously difficult for exact solution...
A practical general approximation criterion for methods of multipliers based on Bregman distances
A practical general approximation criterion for methods of multipliers based on Bregman distances
2003,
This paper demonstrates that for generalized methods of multipliers for convex...
Applications of convex optimization in signal processing and digital communication
Applications of convex optimization in signal processing and digital communication
2003,
In the last two decades, the mathematical programming community has witnessed some...
Strong convergence of a proximal-based method for convex optimization
Strong convergence of a proximal-based method for convex optimization
2003,
In this work we study a proximal-like method for the problem of convex minimization in...
Batching and production planning – A project planning problem with sequence-dependent setup costs
Batching and production planning – A project planning problem with sequence-dependent setup costs
2003,
In discrete production as well as in the process industry machines or plants are often...
Logic-based Benders decomposition
Logic-based Benders decomposition
2003,
Benders decomposition uses a strategy of “learning from one's mistakes”....
Algebraic unimodular counting
Algebraic unimodular counting
2003,
We study algebraic algorithms for expressing the number of non-negative integer...
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