Journal: Journal of Optimization Theory and Applications

Found 810 papers in total
Interior-point Lagrangian decomposition method for separable convex optimization
Interior-point Lagrangian decomposition method for separable convex optimization
2009,
In this paper, we propose a distributed algorithm for solving large-scale separable...
On cone characterizations of strong and lexicographic optimality in convex multiobjective optimization
On cone characterizations of strong and lexicographic optimality in convex multiobjective optimization
2009,
Various type of optimal solutions of multiobjective optimization problems can be...
Phenomena in inverse Stackelberg games, part 2: Dynamic problems
Phenomena in inverse Stackelberg games, part 2: Dynamic problems
2009,
Dynamic two-person games are considered, in which the roles of the players are...
Phenomena in inverse Stackelberg games, part 1: Static problems
Phenomena in inverse Stackelberg games, part 1: Static problems
2009,
Games are considered in which the role of the players is a hierarchical one. Some...
Convex duality and calculus: Reduction to cones
Convex duality and calculus: Reduction to cones
2009,
An attempt is made to justify results from Convex Analysis by means of one method....
Signaling quality: Dynamic price-advertising model
Signaling quality: Dynamic price-advertising model
2009,
This paper extends the existing quality-signaling literature by investigating the...
Mathematical programs with vanishing constraints: Optimality conditions, sensitivity, and a relaxation method
Mathematical programs with vanishing constraints: Optimality conditions, sensitivity, and a relaxation method
2009,
We consider a class of optimization problems with switch-off/switch-on constraints,...
Convexity properties associated with nonconvex quadratic matrix functions and applications to quadratic programming
Convexity properties associated with nonconvex quadratic matrix functions and applications to quadratic programming
2009,
We establish several convexity results which are concerned with nonconvex quadratic...
Risk-sensitive portfolio optimization problems with fixed income securities
Risk-sensitive portfolio optimization problems with fixed income securities
2009,
We discuss a class of risk-sensitive portfolio optimization problems. We consider the...
SICOpt: Solution approach for nonlinear integer stochastic programming problems
SICOpt: Solution approach for nonlinear integer stochastic programming problems
2009,
We propose a novel solution approach for the class of two-stage nonlinear integer...
On the expected probability of constraint violation in sampled convex programs
On the expected probability of constraint violation in sampled convex programs
2009,
In this note, we derive an exact expression for the expected probability V of...
Hybrid Rollout Approaches for the Job Shop Scheduling Problem
Hybrid Rollout Approaches for the Job Shop Scheduling Problem
2008,
In this paper, we focus on heuristic approaches for solving the deterministic job shop...
Minimax Fractional Programming for n-Set Functions and Mixed-Type Duality under Generalized Invexity
Minimax Fractional Programming for n-Set Functions and Mixed-Type Duality under Generalized Invexity
2008,
We establish the sufficient optimality conditions for a minimax programming problem...
Solutions of Fuzzy Multiobjective Programming Problems Based on the Concept of Scalarization
Solutions of Fuzzy Multiobjective Programming Problems Based on the Concept of Scalarization
2008,
Scalarization of fuzzy multiobjective programming problems using the embedding theorem...
Optimal Advertising and Pricing in a New-Product Adoption Model
Optimal Advertising and Pricing in a New-Product Adoption Model
2008,
A model of new–product adoption is proposed that incorporates price and...
Computational Approach to Essential and Nonessential Objective Functions in Linear Multicriteria Optimization
Computational Approach to Essential and Nonessential Objective Functions in Linear Multicriteria Optimization
2008,
The question of obtaining well–defined criteria for multiple–criteria...
Maximum Principle for Stochastic Differential Games with Partial Information
Maximum Principle for Stochastic Differential Games with Partial Information
2008,
In this paper, we first deal with the problem of optimal control for zero–sum...
Terror and Counterterror Operations: Differential Game with Cyclical Nash Solution
Terror and Counterterror Operations: Differential Game with Cyclical Nash Solution
2008,
The purpose of this paper is to study efficient measures to combat terror. To choose...
Sequential Quadratic Programming Method for Volatility Estimation in Option Pricing
Sequential Quadratic Programming Method for Volatility Estimation in Option Pricing
2008,
Our goal is to identify the volatility function in Dupire's equation from given option...
Duality for set-valued multiobjective optimization problems, part 1: Mathematical programming
Duality for set-valued multiobjective optimization problems, part 1: Mathematical programming
2008,
The duality of multiobjective problems is studied with the help of the apparatus of...
Duality for set-valued multiobjective optimization problems, part 2: Optimal control
Duality for set-valued multiobjective optimization problems, part 2: Optimal control
2008,
The present paper is a continuation of a paper by Azimov, where we derived duality...
Inventory problems with partially observed demands and lost sales
Inventory problems with partially observed demands and lost sales
2008,
This paper considers the case of partially observed demand in the context of a...
Dynamic slotting and pricing decisions in a durable product supply chain
Dynamic slotting and pricing decisions in a durable product supply chain
2008,
We consider a supply chain in which a manufacturer sells an innovative durable product...
Repeated games with bonuses
Repeated games with bonuses
2008,
This paper deals with 2-player zero-sum repeated games in which player 1 receives a...
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