Journal: Journal of Computational and Applied Mathematics

Found 190 papers in total
Generating scenario trees: A parallel integrated simulation–optimization approach
Generating scenario trees: A parallel integrated simulation–optimization approach
2010,
A crucial issue for addressing decision-making problems under uncertainty is the...
The bounds of feasible space on constrained nonconvex quadratic programming
The bounds of feasible space on constrained nonconvex quadratic programming
2008,
This paper presents a method to estimate the bounds of the radius of the feasible...
An evolutionary game based particle swarm optimization algorithm
An evolutionary game based particle swarm optimization algorithm
2008,
Particle swarm optimization (PSO) is an evolutionary algorithm used extensively. This...
Accelerating method of global optimization for signomial geometric programming
Accelerating method of global optimization for signomial geometric programming
2008,
Signomial geometric programming (SGP) has been an interesting problem for many authors...
Numerical algorithms for simulations of a traffic model on road networks
Numerical algorithms for simulations of a traffic model on road networks
2007,
We introduce a simulation algorithm based on a fluid-dynamic model for traffic flows...
Discriminating data envelopment analysis efficient candidates by considering their least relative total scores
Discriminating data envelopment analysis efficient candidates by considering their least relative total scores
2007,
Data envelopment analysis very often identifies more than one candidate in a voting...
Portfolio value at risk based on independent component analysis
Portfolio value at risk based on independent component analysis
2007,
Risk management technology applied to high-dimensional portfolios needs simple and...
Analysis of an M/{Dn}/1 retrial queue
Analysis of an M/{Dn}/1 retrial queue
2007,
We consider a single server retrial queueing system in which each customer (primary or...
Prices versus quantities: Stock pollution control with repeated choice of the instrument
Prices versus quantities: Stock pollution control with repeated choice of the instrument
2006,
One examines strategies of pollution control through choices between taxes and...
A two-objective fuzzy k-cardinality assignment problem
A two-objective fuzzy k-cardinality assignment problem
2006,
This paper investigates a two-objective k -cardinality assignment problem. As a...
Chance-constrained programming models for capital budgeting with net present value as fuzzy parameters
Chance-constrained programming models for capital budgeting with net present value as fuzzy parameters
2007,
In an uncertain economic environment, experts' knowledge about outlays and cash...
A variant of sequential quadratic programming method for inequality constrained optimization and its global convergence
A variant of sequential quadratic programming method for inequality constrained optimization and its global convergence
2006,
In this paper, a variant of SQP method for solving inequality constrained optimization...
Measuring the performances of decision-making units using interval efficiencies
Measuring the performances of decision-making units using interval efficiencies
2007,
Efficiency is a relative measure because it can be measured within different ranges....
Persistence in nonautonomous predator–prey systems with infinite delays
Persistence in nonautonomous predator–prey systems with infinite delays
2006,
This paper studies the general nonautonomous predator–prey Lotka–Volterra...
A relaxed cutting plane method for semi-infinite semi-definite programming
A relaxed cutting plane method for semi-infinite semi-definite programming
2006,
In this paper, we develop two discretization algorithms with a cutting plane scheme...
A further study on inverse linear programming problems
A further study on inverse linear programming problems
1999,
In this paper we continue our previous study on inverse linear programming problems...
Optimization algorithms of operative control in water distribution systems
Optimization algorithms of operative control in water distribution systems
1997,
This paper discusses a multilevel algorithm for finding optimal control in a static...
Remarks on the numerical solution of certain linear complementarity problems
Remarks on the numerical solution of certain linear complementarity problems
1997,
In a recent paper, J.K. Aitchison and N.K. Upton have proposed a mathematical model of...
An efficient algorithm for the Lagrangean dual of nonlinear knapsack problems with additional nested constraints
An efficient algorithm for the Lagrangean dual of nonlinear knapsack problems with additional nested constraints
1997,
This paper presents an efficient algorithm for solving the Lagrangean dual of...
Chaotic iterative methods for the linear complementarity problems
Chaotic iterative methods for the linear complementarity problems
1998,
A class of parallel multisplitting chaotic relaxation methods is established for the...
Calculating some inverse linear programming problems
Calculating some inverse linear programming problems
1996,
In this paper we consider some inverse LP problems in which we need to adjust the cost...
A successive quadratic programming method that uses new corrections for search directions
A successive quadratic programming method that uses new corrections for search directions
1996,
In this paper, a successive quadratic programming method for solving general nonlinear...
Generalized stable models for financial asset returns
Generalized stable models for financial asset returns
1996,
A new model utilizing generalized stable distributions for financial asset returns is...
OPTAC: A portable software package for analyzing and comparing optimization methods by visualization
OPTAC: A portable software package for analyzing and comparing optimization methods by visualization
1996,
A software package for analyzing and comparing optimization methods is presented. This...
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