Journal: Mathematical Programming

Found 797 papers in total
An ε-relaxation method for separable convex cost generalized network flow problems
2000,
We generalize the ε-relaxation method for the single commodity, linear or...
A trust region and affine scaling interior point method for nonconvex minimization with linear inequality constraints
2000,
A trust region and affine scaling interior point method (TRAM) is proposed for a...
Change of generalized indices of stationary solutions to multiparametric optimization
2000,
We study the local change of the generalized index, which is a modification of the...
Failure of global convergence for a class of interior point methods for nonlinear programming
2000,
Using a simple analytical example, we demonstrate that a class of interior point...
A trust region method based on interior point techniques for nonlinear programming
2000,
An algorithm for minimizing a nonlinear function subject to nonlinear inequality...
Concavity and efficient points of discrete distributions in probabilistic programming
2000,
We consider stochastic programming problems with probabilistic constraints involving...
An efficient algorithm for globally minimizing a quadratic function under convex quadratic constraints
2000,
In this paper we investigate two approaches to minimizing a quadratic form subject to...
Quadratic maximization and semidefinite relaxation
2000,
In this paper we study a class of quadratic maximization problems and their...
Discretization and localization in successive convex relaxation methods for nonconvex quadratic optimization
2000,
Based on the authors' previous work which established theoretical foundations of two,...
A study of exponential neighborhoods for the travelling salesman problem and for the quadratic assignment
2000,
This paper deals with exponential neighborhoods for combinatorial optimization...
Credit risk optimization with Conditional Value-at-Risk criterion
2001,
This paper examines a new approach for credit risk optimization. The model is based on...
Facets with fixed defect of the stable set polytope
2000,
The stable set polytope of a graph is the convex hull of the 0–1 vectors...
A note on Faigle and Kern's dual greedy polyhedra
2000,
U. Faigle and W. Kern have recently extended the work of their earlier paper and of M....
A fast algorithm for computing minimum 3-way and 4-way cuts
2000,
For an edge-weighted graph G with n vertices and m edges, we present a new...
Strong inequalities for capacitated survivable network design problems
2000,
We present several classes of facet-defining inequalities to strengthen polyhedra...
A first order characterization of generalized monotonicity
2000,
It is shown that pseudomonotone and quasimonotone maps can be characterized by a first...
A branch-and-cut algorithm for the undirected rural postman problem
2000,
The well-known Undirected Rural Postman Problem is considered and a binary linear...
Co-NP-completeness of some matrix classification problems
2000,
The classes of P -, P 0 -, R 0 -, semimonotone, strictly semimonotone, column...
Totally balanced combinatorial optimization games
2000,
Combinatorial optimization games deal with cooperative games for which the value of...
On the core of ordered submodular cost games
2000,
A general ordertheoretic linear programming model for the study of matroid-type greedy...
Computing the nucleolus of some combinatorially-structured games
2000,
In this paper we introduce the ℬ-prenucleolus for a transferable utility game (...
Basis- and partition identification for quadratic programming and linear complementarity problems
1999,
Optimal solutions of interior point algorithms for linear and quadratic programming...
On some balanced, totally balanced and submodular delivery games
1999,
This paper studies a class of delivery problems associated with the Chinese postman...
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