Country: Germany

Found 3096 papers in total
A stochastic programming model using an endogenously determined worst case risk measure for dynamic asset allocation
A stochastic programming model using an endogenously determined worst case risk measure for dynamic asset allocation
2001,
We present a new approach to asset allocation with transaction costs. A multiperiod...
Vehicle routing and reverse logistics: The vehicle routing problem with simultaneous delivery and pick-up
Vehicle routing and reverse logistics: The vehicle routing problem with simultaneous delivery and pick-up
2001,
Recently, the increasing focus on environmental protection has led to significant...
Optimal control of production and remanufacturing in a simple recovery model with linear cost functions
Optimal control of production and remanufacturing in a simple recovery model with linear cost functions
2001,
One aspect in reverse logistics concerns returns of used products and recovery for...
Planning stability in a product recovery system
Planning stability in a product recovery system
2001,
Recovery of used products is an issue of growing importance due to customer...
Environment-oriented project scheduling for the dismantling of buildings
Environment-oriented project scheduling for the dismantling of buildings
2001,
This paper presents a case study for the environment-friendly dismantling and...
Models for recycling electronics end-of-life products
Models for recycling electronics end-of-life products
2001,
Increasing environmental concerns about the disposal of mass produced products have...
Integrated technique assessment with imprecise information as a support for the identification of best available techniques
Integrated technique assessment with imprecise information as a support for the identification of best available techniques
2001,
The determination of Best Available Techniques (BAT) plays an essential role in the...
Life cycle activity analysis: Logistics and environmental policies for bottled water in Portugal
Life cycle activity analysis: Logistics and environmental policies for bottled water in Portugal
2001,
An innovative mathematical programming decision support model – Life Cycle...
Introduction to financial optimization: Mathematical Programming special issue
Introduction to financial optimization: Mathematical Programming special issue
2001,
Optimization models are effective for solving significant problems in finance,...
Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints
Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints
2001,
We will propose a branch and bound algorithm for calculating a globally optimal...
Scenario tree generation for multiperiod financial optimization by optimal discretization
Scenario tree generation for multiperiod financial optimization by optimal discretization
2001,
Multiperiod financial optimization is usually based on a stochastic model for the...
Integrated simulation and optimization models for tracking international fixed income indices
Integrated simulation and optimization models for tracking international fixed income indices
2001,
Portfolio managers in the international fixed income markets must address jointly the...
On the p-median polytope
On the p-median polytope
2001,
The p -Median problem defined on a complete directed graph with n nodes (&Krarr; n (V,...
On consistency of stochastic dominance and mean-semideviation models
On consistency of stochastic dominance and mean-semideviation models
2001,
We analyze relations between two methods frequently used for modeling the choice among...
On the truncated conjugate gradient method
On the truncated conjugate gradient method
2000,
In this paper, we consider the truncated conjugate gradient method for minimizing a...
Polynomial convergence of primal–dual algorithms for the second-order cone program based on the Monteiro–Zhang family of directions
Polynomial convergence of primal–dual algorithms for the second-order cone program based on the Monteiro–Zhang family of directions
2000,
In this paper we study primal–dual path-following algorithms for the...
Optimality conditions for nonconvex semidefinite programming
Optimality conditions for nonconvex semidefinite programming
2000,
This paper concerns nonlinear semidefinite programming problems for which no convexity...
Notes on L-/m-convex functions and the separation theorems
Notes on L-/m-convex functions and the separation theorems
2000,
The concepts of L-convex function and M-convex function have recently been introduced...
On the superlinear convergence of the variable metric proximal point algorithm using Broyden and BFGS matrix secant updating
On the superlinear convergence of the variable metric proximal point algorithm using Broyden and BFGS matrix secant updating
2000,
In previous work, the authors provided a foundation for the theory of variable metric...
A penalized Fischer–Burmeister nonlinear complementarity problem function
A penalized Fischer–Burmeister nonlinear complementarity problem function
2000,
We introduce a new NCP-function in order to reformulate the nonlinear complementarity...
Exact order of Hoffman's error bounds for elliptic quadratic inequalities derived from vector-valued Chebyshev approximation
Exact order of Hoffman's error bounds for elliptic quadratic inequalities derived from vector-valued Chebyshev approximation
2000,
In this paper, we introduce the exact order of Hoffman's error bounds for approximate...
Upper Lipschitz behavior of solutions to perturbed C1,1 programs
Upper Lipschitz behavior of solutions to perturbed C1,1 programs
2000,
We analyze the local upper Lipschitz behavior of critical points, stationary solutions...
Inverse functions of pseudo regular mappings and regularity conditions
Inverse functions of pseudo regular mappings and regularity conditions
2000,
We show that, even for monotone directionally differentiable Lipschitz functionals on...
Global error bounds with fractional exponents
Global error bounds with fractional exponents
2000,
Using the partial order induced by a proper weakly lower semicontinuous function on a...
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