Journal: Mathematics of Operations Research

Found 1103 papers in total
Topological conditions for uniqueness of equilibrium in networks
Topological conditions for uniqueness of equilibrium in networks
2005,
Equilibrium flow in a physical network with a large number of users (e.g.,...
Asymptotic behavior of Internet congestion controllers in a many-flows regime
Asymptotic behavior of Internet congestion controllers in a many-flows regime
2005,
Congestion controllers for the Internet are typically designed based on deterministic...
Efficient algorithms for separated continuous linear programs: The multicommodity flow problem with holding costs and extensions
Efficient algorithms for separated continuous linear programs: The multicommodity flow problem with holding costs and extensions
2005,
We give an approximation scheme for separated continuous linear programming problems....
Sporadic and continuous clearing policies for a production/inventory system under an M/G demand process
Sporadic and continuous clearing policies for a production/inventory system under an M/G demand process
2005,
A production/inventory system is filled continuously at rate 1 and satisfies demands...
Explicit solution of a stochastic, irreversible investment problem and its moving threshold
Explicit solution of a stochastic, irreversible investment problem and its moving threshold
2005,
We consider a firm producing a single consumption good that makes irreversible...
On an extension of condition number theory to nonconic convex optimization
On an extension of condition number theory to nonconic convex optimization
2005,
The purpose of this paper is to extend, as much as possible, the modern theory of...
Investment timing under incomplete information
Investment timing under incomplete information
2005,
We study the decision of when to invest in a project whose value is perfectly...
A semidefinite programming approach to optimal-moment bounds for convex classes of distributions
A semidefinite programming approach to optimal-moment bounds for convex classes of distributions
2005,
We provide an optimization framework for computing optimal upper and lower bounds on...
Optimal investments for robust utility functionals in complete market models
Optimal investments for robust utility functionals in complete market models
2005,
This paper introduces a systematic approach to the problem of maximizing the robust...
Note on multimodularity and L-convexity
Note on multimodularity and L-convexity
2005,
Multimodular functions and L-convex functions have been investigated almost...
Boundedness theorems for the relaxation method
Boundedness theorems for the relaxation method
2005,
A classical theorem by Block and Levin states that certain variants of the relaxation...
Convergence of a hybrid projection–proximal point algorithm coupled with approximation methods in convex optimization
Convergence of a hybrid projection–proximal point algorithm coupled with approximation methods in convex optimization
2005,
In order to minimize a closed convex function that is approximated by a sequence of...
Robust dynamic programming
Robust dynamic programming
2005,
In this paper we propose a robust formulation for discrete time dynamic programming...
A multiexchange local search algorithm for the capacitated facility location problem
A multiexchange local search algorithm for the capacitated facility location problem
2005,
We present a multiexchange local search algorithm for approximating the capacitated...
An interior point cutting plane method for the convex feasibility problem with second-order cone inequalities
An interior point cutting plane method for the convex feasibility problem with second-order cone inequalities
2005,
The convex feasibility problem in general is a problem of finding a point in a convex...
Fast approximation schemes for two-stage, two-dimensional bin packing
Fast approximation schemes for two-stage, two-dimensional bin packing
2005,
We present an asymptotic fully polynomial time approximation scheme for the...
The continuous mixing polyhedron
The continuous mixing polyhedron
2005,
We analyze the polyhedral structure of the sets P CMIX ={(s,r,z)∈R×R...
An alternative algorithm for counting lattice points in a convex polytope
An alternative algorithm for counting lattice points in a convex polytope
2005,
We provide an alternative algorithm for counting lattice points in the convex polytope...
Exponential lower bounds on the lengths of some classes of branch-and-cut proofs
Exponential lower bounds on the lengths of some classes of branch-and-cut proofs
2005,
We examine the complexity of branch-and-cut proofs in the context of 0–1 integer...
The linear complementarity problem under asymptotic analysis
The linear complementarity problem under asymptotic analysis
2005,
In this work we study the classical linear complementarity problem (LCP) by describing...
Some P-properties for nonlinear transformations on Euclidean Jordan algebras
Some P-properties for nonlinear transformations on Euclidean Jordan algebras
2005,
In this article, we introduce the concepts of P and P 0 properties for a nonlinear...
Expected residual minimization method for stochastic linear complementarity problems
Expected residual minimization method for stochastic linear complementarity problems
2005,
This paper presents a new formulation for the stochastic linear complementarity...
Sensitivity analysis for cone-constrained optimization problems under the relaxed constraint qualifications
Sensitivity analysis for cone-constrained optimization problems under the relaxed constraint qualifications
2005,
We present the local sensitivity analysis for cone-constrained optimization problems...
A conic programming approach to generalized Tchebycheff inequalities
A conic programming approach to generalized Tchebycheff inequalities
2005,
Consider the problem of finding optimal bounds on the expected value of piecewise...
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