Journal: USSR Computational Mathematics and Mathematical Physics

Found 81 papers in total
Extending the potentialities of matrix inversion procedures
Extending the potentialities of matrix inversion procedures
1991,
Non-singular ( n×n) matrices can be inverted by first factorizing them into...
A stochastic finite-difference algorithm for minimizing a maximin function
A stochastic finite-difference algorithm for minimizing a maximin function
1991,
The constrained minimization of the maximin function is considered. A stochastic...
Iterative regularization of a penalty method for an infinite-dimensional saddle-point search problem
Iterative regularization of a penalty method for an infinite-dimensional saddle-point search problem
1991,
In order to locate the minimax of a convex-concave functional in Hilbert space (or in...
Approximation and regularization of optimal control problems for a non-selfadjoint elliptic equation with variable coefficients
Approximation and regularization of optimal control problems for a non-selfadjoint elliptic equation with variable coefficients
1991,
The problem of minimizing a quadratic functional, defined on solutions of the...
Design of petroleum well flooding systems by methods of optimal control theory
Design of petroleum well flooding systems by methods of optimal control theory
1991,
The location of injection and production wells and the choice of their operating...
Computational methods of optimal stochastic control. Optimality principle and successive-approximation optimization scheme
Computational methods of optimal stochastic control. Optimality principle and successive-approximation optimization scheme
1991,
The computation of an optimal strategy in the sense of the expected utility criterion...
The method of generalized stochastic gradient for solving minimax problems with constrained variables
The method of generalized stochastic gradient for solving minimax problems with constrained variables
1990,
Minimax problems with constrained variables are considered. It is shown that under...
A cyclic method for channel routing
A cyclic method for channel routing
1991,
A method is considered for link construction (routing) based on the properties of a...
Calculation of directional derivatives in max-min problems with linear constraints
Calculation of directional derivatives in max-min problems with linear constraints
1991,
Formulae are derived for computing directional derivatives in max-min problems with...
An iterative method of solving two-stage discrete stochastic programming problems with additively separable variables
An iterative method of solving two-stage discrete stochastic programming problems with additively separable variables
1991,
An iterative method is proposed for solving two-stage stochastic programming problems...
Convex optimization with prescribed accuracy
Convex optimization with prescribed accuracy
1990,
A finite method is proposed for solving a convex programming problem with given error...
Integer minimization of fractional-separable functions
Integer minimization of fractional-separable functions
1990,
For a subclass of functions of the form , where are nonnegative integers, the paper...
A mathematical programming problem with a convex irregular feasible set
A mathematical programming problem with a convex irregular feasible set
1990,
An exact and an approximate method for reducing a mathematical programming problem...
A step elimination method for the dynamic optimal inventory control problem
A step elimination method for the dynamic optimal inventory control problem
1990,
An O( n) algorithm, where n is the length of the planning interval, is constructed for...
The maximum principle residual functional in optimal control theory
The maximum principle residual functional in optimal control theory
1990,
The possibilities of applying results related to the so-called maximum principle...
A decomposition approach to the solution of some integer programming problems with inexact data
A decomposition approach to the solution of some integer programming problems with inexact data
1990,
Integer programming problems with inexact data that model various situations are...
Algorithms for solving a separable problem of discrete optimization
Algorithms for solving a separable problem of discrete optimization
1990,
The paper presents new exact and approximate algorithms for separable problems (with...
An iterative decomposition method in single-stage stochastic integer-programming problems
An iterative decomposition method in single-stage stochastic integer-programming problems
1990,
An iterative decomposition method is proposed for solving single-stage stochastic...
The construction of a solution of the alternative linear programming problem
The construction of a solution of the alternative linear programming problem
1990,
Finite optimization algorithms are described for a linear function on a set defined by...
An estimate of the rate of convergence of the discrepancy method for a linear programming problem with approximate data
An estimate of the rate of convergence of the discrepancy method for a linear programming problem with approximate data
1990,
The discrepancy method for the linear programming problem and its dual, with...
A parallel algorithm for linear programming problems
A parallel algorithm for linear programming problems
1991,
A parallel simplex algorithm with an artificial basis is proposed and the...
Weakly determinate problems of Boolean linear programming with a partially specified set of admissible solutions
Weakly determinate problems of Boolean linear programming with a partially specified set of admissible solutions
1988,
Weakly determinate problems of Boolean programming comprise those in which the...
Stability of solutions in problems of Boolean linear programming
Stability of solutions in problems of Boolean linear programming
1988,
Bounds on the variation of the input parameters that preserve uniqueness of the...
An algorithm for the approximate solution of a large-scale travelling salesman problem in a plane
An algorithm for the approximate solution of a large-scale travelling salesman problem in a plane
1988,
A decomposition and aggregation approach is proposed. The set of nodes is partitioned...
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