Journal: Mathematical Programming

Found 797 papers in total
Exact and inexact penalty methods for the generalized bilevel programming problem
Exact and inexact penalty methods for the generalized bilevel programming problem
1996,
We consider a hierarchical system where a leader incorporates into its strategy the...
An interior point potential reduction method for constrained equations
An interior point potential reduction method for constrained equations
1996,
We study the problem of solving a constrained system of nonlinear equations by a...
On the Lipschitzian properties of polyhedral multifunctions
On the Lipschitzian properties of polyhedral multifunctions
1996,
In this paper, we show that for a polyhedral multifunction F : R n → R m with...
On finite termination of an iterative method for linear complementarity problems
On finite termination of an iterative method for linear complementarity problems
1996,
Based on a well-known reformulation of the linear complementarity problem (LCP) as a...
Superlinear and quadratic convergence of some primal–dual interior point methods for constrained optimization
Superlinear and quadratic convergence of some primal–dual interior point methods for constrained optimization
1996,
This paper proves local convergence rates of primal–dual interior point methods...
Criteria for differentiable generalized monotone maps
Criteria for differentiable generalized monotone maps
1996,
First-order criteria for pseudomonotonicity and quasimonotonicity are given for...
A semismooth equation approach to the solution of nonlinear complementarity problems
A semismooth equation approach to the solution of nonlinear complementarity problems
1996,
In this paper we present a new algorithm for the solution of nonlinear complementarity...
Solvability theory for a class of hemivariational inequalities involving copositive plus matrices applications in robotics
Solvability theory for a class of hemivariational inequalities involving copositive plus matrices applications in robotics
1996,
The study of the equilibrium of an object–robotic hand system including...
Implicit multifunction theorems for the sensitivity analysis of variational conditions
Implicit multifunction theorems for the sensitivity analysis of variational conditions
1996,
We study implicit multifunctions (set-valued mappings) obtained from inclusions of the...
Challenges in stochastic programming
Challenges in stochastic programming
1996,
Remarkable progress has been made in the development of algorithmic procedures and the...
A stochastic programming model for funding single premium deferred annuities
A stochastic programming model for funding single premium deferred annuities
1996,
Single Premium Deferred Annuities (SPDAs) are investment vehicles, offered to...
SLP-IOR: An interactive model management system for stochastic linear programs
SLP-IOR: An interactive model management system for stochastic linear programs
1996,
In this paper stochastic linear programming (SLP) is considered from the model...
Cut sharing for multistage stochastic linear programs with interstage dependency
Cut sharing for multistage stochastic linear programs with interstage dependency
1996,
Multistage stochastic programs with interstage independent random parameters have...
Duality and statistical tests of optimality for two stage stochastic programs
Duality and statistical tests of optimality for two stage stochastic programs
1996,
We present alternative methods for verifying the quality of a proposed solution to a...
Barycentric scenario trees in convex multistage stochastic programming
Barycentric scenario trees in convex multistage stochastic programming
1996,
This work deals with the approximation of convex stochastic multistage programs...
Implementing bounds-based approximations in convex–concave two-stage stochastic programming
Implementing bounds-based approximations in convex–concave two-stage stochastic programming
1996,
This paper is concerned with implementational issues and computational testing of...
A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs
A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs
1996,
Multistage stochastic linear programs can represent a variety of practical decision...
Computational study of a family of mixed-integer quadratic programming problems
Computational study of a family of mixed-integer quadratic programming problems
1996,
We present computational experience with a branch-and-cut algorithm to solve quadratic...
On structures of bisubmodular polyhedra
On structures of bisubmodular polyhedra
1996,
A bisubmodular polyhedron is defined in terms of a so-called bisubmodular function on...
The permutahedron of N-sparse posets
The permutahedron of N-sparse posets
1996,
The permutahedron of a poset is the convex hull of all incidence vectors of linear...
Distributed computation of Pareto solutions in n-player games
Distributed computation of Pareto solutions in n-player games
1996,
The problem of computing Pareto optimal solutions with distributed algorithms is...
Approximate minimum-cost multicommodity flows in Õ (ϵ–2KNM) time
Approximate minimum-cost multicommodity flows in Õ (ϵ–2KNM) time
1996,
We show that an ϵ-approximate solution of the cost-constrained K -commodity flow...
Solving nonlinear multicommodity flow problems by the analytic center cutting plane method
Solving nonlinear multicommodity flow problems by the analytic center cutting plane method
1997,
The paper deals with nonlinear multicommodity flow problems with convex costs. A...
Fractional and integral colourings
Fractional and integral colourings
1997,
Let G = ( V, E ) be an undirected graph and c any vector in ℤ V(G) + ....
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