Journal: Mathematical Programming

Found 797 papers in total
On the stability of solutions to quadratic programming problems
On the stability of solutions to quadratic programming problems
2001,
We consider the parametric programming problem ( Q p ) of minimizing the quadratic...
A modified Weiszfeld algorithm for the Fermat–Weber location problem
A modified Weiszfeld algorithm for the Fermat–Weber location problem
2001,
This paper gives a new, simple, monotonically convergent, algorithm for the...
The uncapacitated lot-sizing problem with sales and safety stocks
The uncapacitated lot-sizing problem with sales and safety stocks
2001,
We examine a variant of the uncapacitated lot-sizing model of Wagner–Whitin...
Error bounds for 2-regular mappings with Lipschitzian derivatives and their applications
Error bounds for 2-regular mappings with Lipschitzian derivatives and their applications
2001,
We obtain local estimates of the distance to a set defined by equality constraints...
On the generic properties of convex optimization problems in conic form
On the generic properties of convex optimization problems in conic form
2001,
We prove that strict complementarity, primal and dual nondegeneracy of optimal...
On the convexity of the multiplicative potential and penalty functions and related topics
On the convexity of the multiplicative potential and penalty functions and related topics
2001,
It is well known that a function f of the real variable x is convex if and only if (...
A disjunctive cutting plane procedure for general mixed-integer linear programs
A disjunctive cutting plane procedure for general mixed-integer linear programs
2001,
In this paper we develop a cutting plane algorithm for solving mixed-integer linear...
On two homogeneous self-dual approaches to linear programming and its extensions
On two homogeneous self-dual approaches to linear programming and its extensions
2001,
We investigate the relation between interior-point algorithms applied to two...
Parallel machine scheduling wth high multiplicity
Parallel machine scheduling wth high multiplicity
2001,
In high-multiplicity scheduling problems, identical jobs are encoded in the efficient...
Global optimization of nonconvex factorable programming problems
Global optimization of nonconvex factorable programming problems
2001,
In this paper, we consider a special class of nonconvex programming problems for which...
Hesitant adaptive search: The distribution of the number of iterations to convergence
Hesitant adaptive search: The distribution of the number of iterations to convergence
2001,
Hesitant adaptive search is a stochastic optimisation procedure which accommodates...
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...
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...
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