Journal: Mathematics of Operations Research

Found 1103 papers in total
Subgradients of optimal-value functions in dynamic programming: The case of convex systems without optimal paths
Subgradients of optimal-value functions in dynamic programming: The case of convex systems without optimal paths
1996,
We study the first-order behaviour of the optimal-value function associated to a...
Deterministic near-optimal controls. 2. Dynamic programming and viscosity solution approach
Deterministic near-optimal controls. 2. Dynamic programming and viscosity solution approach
1996,
Near-optimization is as sensible and important as optimization for both theory and...
On the Wagner–Whitin lot-sizing polyhedron
On the Wagner–Whitin lot-sizing polyhedron
2001,
We study a family of unbounded polyhedra arising in the study of uncapacitated...
Constrained discounted dynamic programming
Constrained discounted dynamic programming
1996,
This paper deals with constrained optimization of Markov Decision Processes with a...
A model for investments in the natural resource industry with switching costs
A model for investments in the natural resource industry with switching costs
2001,
We consider a model for investment decisions in the natural resource industry with...
Hilbert bases and the facets of special knapsack polytopes
Hilbert bases and the facets of special knapsack polytopes
1996,
We present a linear description of the 0/1 knapsack polytope for the special case when...
Asymptotic strong duality for bounded integer programming: A logarithmic-exponential dual formulation
Asymptotic strong duality for bounded integer programming: A logarithmic-exponential dual formulation
2000,
A logarithmic-exponential dual formulation is proposed in this paper for bounded...
On the matrix-cut rank of polyhedra
On the matrix-cut rank of polyhedra
2001,
Lovasz and Schrijver described a semidefinite operator for generating strong valid...
Cutting planes and the elementary closure in fixed dimension
Cutting planes and the elementary closure in fixed dimension
2001,
The elementary closure P ′ of a polyhedron P is the intersection of P with all...
When does the positive semidefiniteness constraint help in lifting procedures
When does the positive semidefiniteness constraint help in lifting procedures
2001,
We study the lift-and-project procedures of Lovasz and Schrijver for 0–1 integer...
Rounding of polytopes in the real number model of computation
Rounding of polytopes in the real number model of computation
1996,
Let 𝒜 be a set of m points in ℝ n . We show that the problem of (1 +...
A polynomial primal–dual Dikin-type algorithm for linear programming
A polynomial primal–dual Dikin-type algorithm for linear programming
1996,
In this paper we present a new primal–dual affine scaling method for linear...
Asymptotic behavior of interior-point methods: A view from semi-infinite programming
Asymptotic behavior of interior-point methods: A view from semi-infinite programming
1996,
We study the asymptotic behavior of interior-point methods for linear programming...
A superlinearly convergent infeasible-interior-point algorithm for geometrical LCPs without a strictly complementary condition
A superlinearly convergent infeasible-interior-point algorithm for geometrical LCPs without a strictly complementary condition
1996,
Some interior-point algorithms have superlinear convergence. When solving an LCP...
Piecewise smoothness, local invertibility, and parametric analysis of normal maps
Piecewise smoothness, local invertibility, and parametric analysis of normal maps
1996,
This paper is concerned with properties of the Euclidean projection map onto a convex...
Limiting behavior of the derivatives of certain trajectories associated with a monotone horizontal linear complementarity problem
Limiting behavior of the derivatives of certain trajectories associated with a monotone horizontal linear complementarity problem
1996,
Given a certain monotone horizontal linear complementarity problem (HLCP), we can...
A superlinear infeasible-interior-point algorithm for monotone complementarity problems
A superlinear infeasible-interior-point algorithm for monotone complementarity problems
1996,
We use the globally convergent framework proposed by Kojima, Noma, and Yoshise to...
Following a ‘balanced’ trajectory from an infeasible point to an optimal linear programming solution with a polynomial-time algorithm
Following a ‘balanced’ trajectory from an infeasible point to an optimal linear programming solution with a polynomial-time algorithm
1996,
This paper is concerned with the problem of following a trajectory from an infeasible...
Simplex-like trajectories on quasi-polyhedral sets
Simplex-like trajectories on quasi-polyhedral sets
2001,
This paper presents a unified treatment of two new simplex-like methods for linear...
Associative and Jordan algebras, and polynomial time interior-point algorithms for symmetric cones
Associative and Jordan algebras, and polynomial time interior-point algorithms for symmetric cones
2001,
We present a general framework whereby analysis of interior-point algorithms for...
A relative error tolerance for a family of generalized proximal point methods
A relative error tolerance for a family of generalized proximal point methods
2001,
We propose a new kind of inexact scheme for a family of generalized proximal point...
Bounds on the performance of a greedy algorithm for probabilities
Bounds on the performance of a greedy algorithm for probabilities
2001,
A bound on the performance of the greedy algorithm for finding the maximum of a...
The vector partition problem for convex objective functions
The vector partition problem for convex objective functions
2001,
The partition problem concerns the partitioning of a given set of n vectors in d...
Constraint aggregation in infinite-dimensional spaces and applications
Constraint aggregation in infinite-dimensional spaces and applications
2001,
An aggregation technique for constraints with values in Hilbert spaces is suggested....
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