Journal: Mathematical Programming

Found 797 papers in total
Augmented self-concordant barriers and nonlinear optimization problems with finite complexity
Augmented self-concordant barriers and nonlinear optimization problems with finite complexity
2004,
In this paper we study special barrier functions for convex cones, which are the sum...
Global optimization of mixed-integer nonlinear programs: A theoretical and computational study
Global optimization of mixed-integer nonlinear programs: A theoretical and computational study
2004,
This work addresses the development of an efficient solution strategy for obtaining...
Coderivatives in parametric optimization
Coderivatives in parametric optimization
2004,
We consider parametric families of constrained problems in mathematical programming...
On robust optimization of two-stage systems
On robust optimization of two-stage systems
2004,
Robust-optimization models belong to a special class of stochastic programs, where the...
Stochastic programming duality: ℒ∞ multipliers for unbounded constraints with an application to mathematical finance
Stochastic programming duality: ℒ∞ multipliers for unbounded constraints with an application to mathematical finance
2004,
A new duality theory is developed for a class of stochastic programs in which the...
Convex approximations for complete integer recourse models
Convex approximations for complete integer recourse models
2004,
We consider convex approximations of the expected value function of a two-stage...
Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
2004,
We consider a new class of optimization problems involving stochastic dominance...
Adjustable robust solutions of uncertain linear programs
Adjustable robust solutions of uncertain linear programs
2004,
We consider linear programs with uncertain parameters, lying in some prescribed...
Smoothed analysis of termination of linear programming algorithms
Smoothed analysis of termination of linear programming algorithms
2003,
We perform a smoothed analysis of a termination phase for linear programming...
Parallel interior-point solver for structured linear programs
Parallel interior-point solver for structured linear programs
2003,
Issues of implementation of an object-oriented library for parallel interior-point...
Multiobjective optimization problem with variational inequality constraints
Multiobjective optimization problem with variational inequality constraints
2003,
We study a general multiobjective optimization problem with variational inequality,...
A nonlinear programming algorithm based on non-coercive penalty functions
A nonlinear programming algorithm based on non-coercive penalty functions
2003,
We consider first the differentiable nonlinear programming problem and study the...
On the global convergence of a successive linear programming-filter algorithm that takes equality constrained quadratic programming steps
On the global convergence of a successive linear programming-filter algorithm that takes equality constrained quadratic programming steps
2003,
A global convergence proof is presented for a class of trust region filter-type...
Combining search directions using gradient flows
Combining search directions using gradient flows
2003,
The efficient combination of directions is a significant problem in line search...
Stochastic programming with integer variables
Stochastic programming with integer variables
2003,
Including integer variables into traditional stochastic linear programs has...
Implementing the Dantzig–Fulkerson–Johnson algorithm for large traveling salesman problems
Implementing the Dantzig–Fulkerson–Johnson algorithm for large traveling salesman problems
2003,
Dantzig, Fulkerson, and Johnson introduced the cutting-plane method as a means of...
A likelihood-MPEC approach to target classification
A likelihood-MPEC approach to target classification
2003,
In this paper we develop a method for classifying an unknown data vector as belonging...
Progress on perfect graphs
Progress on perfect graphs
2003,
A graph is perfect if for every induced subgraph, the chromatic number is equal to the...
The mixed general routing polyhedron
The mixed general routing polyhedron
2003,
In Arc Routing Problem, ARPs, the aim is to find on a graph a minimum cost traversal...
Semidefinite programming relaxations for semialgebraic problems
Semidefinite programming relaxations for semialgebraic problems
2003,
A hierarchy of convex relaxations for semialgebraic problems is introduced. For...
Extension of primal–dual interior point algorithms to symmetric cones
Extension of primal–dual interior point algorithms to symmetric cones
2003,
In this paper we show that the so-called commutative class of primal–dual...
Solving monotone inclusions with linear multi-step methods
Solving monotone inclusions with linear multi-step methods
2003,
In this paper a new class of proximal-like algorithms for solving monotone inclusions...
Index information algorithm with local tuning for solving multidimensional global optimization problems with multiextremal constraints
Index information algorithm with local tuning for solving multidimensional global optimization problems with multiextremal constraints
2003,
Multidimensional optimization problems where the objective function and the...
Convergence rate analysis of interactive algorithms for solving variational inequality problems
Convergence rate analysis of interactive algorithms for solving variational inequality problems
2003,
We present a unified convergence rate analysis of iterative methods for solving the...
Papers per page: