Journal: Optimization

Found 266 papers in total
Determining the Pareto set in a bicriteria two-echelon inventory/distribution system
Determining the Pareto set in a bicriteria two-echelon inventory/distribution system
2010,
This article concerns two-echelon inventory/distribution system, consisting of a...
DC (difference of convex) programming approach for portfolio optimization under step increasing transaction costs
DC (difference of convex) programming approach for portfolio optimization under step increasing transaction costs
2009,
We address a class of particularly hard-to-solve portfolio optimization problems,...
Solving optimal investment problems with structured products under CVaR constraints
Solving optimal investment problems with structured products under CVaR constraints
2009,
We consider a simple investment problem where besides stocks and bonds the investor...
An exact algorithm for factor model in portfolio selection with roundlot constraints
An exact algorithm for factor model in portfolio selection with roundlot constraints
2009,
We consider in this article a factor model in portfolio selection with roundlot...
Advertising decisions for a segmented market
Advertising decisions for a segmented market
2009,
We consider the problem of choosing the levels of a set of advertising media in order...
Optimal stormwater management with two dams: the dynamics of the pump-to-fill policy
Optimal stormwater management with two dams: the dynamics of the pump-to-fill policy
2009,
We consider the management of water in two connected dams. Stormwater generated by...
An interior-point smoothing technique for Lagrangian relaxation in large-scale convex programming
An interior-point smoothing technique for Lagrangian relaxation in large-scale convex programming
2008,
An interior-point smoothing technique for Lagrangian relaxation in large-scale convex...
A path selection approach to global pairwise sequence alignment using integer linear optimization
A path selection approach to global pairwise sequence alignment using integer linear optimization
2008,
An important and well-studied problem in the area of computational biology is the...
Option pricing by mathematical programming
Option pricing by mathematical programming
2008,
Financial options typically incorporate times of exercise. Alternatively, they embody...
New necessary optimality conditions in optimistic bilevel programming
New necessary optimality conditions in optimistic bilevel programming
2007,
The article is devoted to the study of the so-called optimistic version of bilevel...
A revised Taha's algorithm for polynomial 0–1 programming
A revised Taha's algorithm for polynomial 0–1 programming
2007,
Polynomial 0–1 programming has been undoubtedly playing a central role in...
Global optimality of quadratic minimization over symmetric polytopes
Global optimality of quadratic minimization over symmetric polytopes
2007,
In this article, we establish necessary as well as sufficient conditions for a...
Characterization of optimal points in binary convex quadratic programming
Characterization of optimal points in binary convex quadratic programming
2007,
In an earlier study, QP -problems with strict convex objective functions ƒ were...
A sixth bibliography of fractional programming
A sixth bibliography of fractional programming
2006,
This bibliography of fractional programming is a continuation of five previous...
Extreme points of well-posed polytopes
Extreme points of well-posed polytopes
2006,
Given a real matrix, we study the problem of finding a minimal set of columns spanning...
Mathematical programs with equilibrium constraints: the existence of feasible point
Mathematical programs with equilibrium constraints: the existence of feasible point
2006,
This article studies three classes of optimization problems with bilevel structure...
Optimization with generalized invexity
Optimization with generalized invexity
2005,
Constrained optimization is studied, with nonsmooth (Lipschitz) functions in abstract...
On the Guignard constraint qualification for mathematical programs with equilibrium constraints
On the Guignard constraint qualification for mathematical programs with equilibrium constraints
2005,
We recapitulate the well-known fact that most of the standard constraint...
On duality theory of convex semi-infinite programming
On duality theory of convex semi-infinite programming
2005,
In this article we discuss weak and strong duality properties of convex semi-infinite...
Stability analysis of the Pareto optimal solutions for some vector Boolean optimization problem
Stability analysis of the Pareto optimal solutions for some vector Boolean optimization problem
2005,
In this article we consider the Boolean optimization problem of finding the set of...
Unconstrained optimization reformulation of the generalized nonlinear complementarity problem and related method
Unconstrained optimization reformulation of the generalized nonlinear complementarity problem and related method
2005,
In this article, we first propose an unconstrained optimization reformulation of the...
Global minimization algorithms for concave quadratic programming problems
Global minimization algorithms for concave quadratic programming problems
2005,
In this article, we consider the concave quadratic programming problem which is known...
Duality for inexact semi-infinite linear programming
Duality for inexact semi-infinite linear programming
2005,
The aim of this work is to generalize strong duality theorems for inexact linear...
An analysis of some dual problems in multiobjective optimization (I)
An analysis of some dual problems in multiobjective optimization (I)
2004,
In this work we study the duality for a general multiobjective optimization problem....
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