Journal: Journal of Optimization Theory and Applications

Found 810 papers in total
Variable fixing algorithms for the continuous quadratic knapsack problem
Variable fixing algorithms for the continuous quadratic knapsack problem
2008,
We study several variations of the Bitran–Hax variable fixing method for the...
Convergence of an interior point algorithm for continuous minimax
Convergence of an interior point algorithm for continuous minimax
2008,
We propose an algorithm for the constrained continuous minimax problem. The algorithm...
Locating a central hunter on the plane
Locating a central hunter on the plane
2008,
Protection, surveillance or other types of coverage services of mobile points call for...
Generation of degenerate linear programming problems
Generation of degenerate linear programming problems
2007,
We present a method for constructing linear programming problems with randomly...
Merit-function piecewise sequential quadratic programming algorithm for mathematical programs with equilibrium constraints
Merit-function piecewise sequential quadratic programming algorithm for mathematical programs with equilibrium constraints
2007,
We propose a merit-function piecewise SQP algorithm for mathematical programs with...
Multicriterion aerodynamic shape design optimization and inverse problems using control theory and Nash games
Multicriterion aerodynamic shape design optimization and inverse problems using control theory and Nash games
2007,
Multicriterion design is gaining importance in aeronautics in order to cope with new...
Optimal control of an M/G/1/K queueing system with combined F policy and startup time
Optimal control of an M/G/1/K queueing system with combined F policy and startup time
2007,
We investigate the optimal management problem of an M/G/1/K queueing system with...
An algorithm for portfolio optimization with variable transaction costs, Part 2: Computational analysis
An algorithm for portfolio optimization with variable transaction costs, Part 2: Computational analysis
2007,
In Part 1 of this paper, we introduced a (2 K +1) n -dimensional portfolio...
An algorithm for portfolio optimization with variable transaction costs, Part 1: Theory
An algorithm for portfolio optimization with variable transaction costs, Part 1: Theory
2007,
A portfolio optimization problem consists of maximizing an expected utility function...
Active constraint set invariancy sensitivity analysis in linear optimization
Active constraint set invariancy sensitivity analysis in linear optimization
2007,
Active constraint set invariancy sensitivity analysis is concerned with finding the...
On Linear Programming Duality and Necessary and Sufficient Conditions in Minimax Theory
On Linear Programming Duality and Necessary and Sufficient Conditions in Minimax Theory
2007,
In this paper we discuss necessary and sufficient conditions for different minimax...
Optimal dynamic portfolio selection with earnings-at-risk
Optimal dynamic portfolio selection with earnings-at-risk
2007,
In this paper we investigate a continuous-time portfolio selection problem. Instead of...
Nondifferentiable minimax fractional programming problems with (C, α, ρ, d)-Convexity
Nondifferentiable minimax fractional programming problems with (C, α, ρ, d)-Convexity
2006,
In this paper, we present necessary optimality conditions for nondifferentiable...
Optimality conditions and duality in nondifferentiable minimax fractional programming with generalized convexity
Optimality conditions and duality in nondifferentiable minimax fractional programming with generalized convexity
2006,
We establish sufficient optimality conditions for a class of nondifferentiable minimax...
On distributionally robust chance-constrained linear programs
On distributionally robust chance-constrained linear programs
2006,
In this paper, we discuss linear programs in which the data that specify the...
New conical internally evolutive linear programming algorithm
New conical internally evolutive linear programming algorithm
2006,
Optimality in the range space is expressed as a tangency condition for an affine set...
Optimal scaling of a gradient method for distributed resource allocation
Optimal scaling of a gradient method for distributed resource allocation
2006,
We consider a class of weighted gradient methods for distributed resource allocation...
Multicriteria approach to bilevel optimization
Multicriteria approach to bilevel optimization
2006,
In this paper, we study the relationship between bilevel optimization and...
Semivectorial bilevel optimization problem: penalty approach
Semivectorial bilevel optimization problem: penalty approach
2006,
We consider a bilevel optimization problem where the upper level is a scalar...
Interior-point solver for large-scale quadratic programming problems with bound constraints
Interior-point solver for large-scale quadratic programming problems with bound constraints
2006,
In this paper, we present an interior-point algorithm for large and sparse convex...
Parallelizable preprocessing method for multistage stochastic programming problems
Parallelizable preprocessing method for multistage stochastic programming problems
2006,
Stochastic programming has extensive applications in practical problems such as...
Stochastic optimization algorithms for pricing American put options under regime-switching models
Stochastic optimization algorithms for pricing American put options under regime-switching models
2006,
This work provides a Markov-modulated stochastic approximation based approach for...
Singular optimal control model of stock-dependent environmental policies
Singular optimal control model of stock-dependent environmental policies
2006,
In many countries, forest policies consist of a system of various regulations, taxes,...
Multicriteria group decision making: optimal priority synthesis from pairwise comparisons
Multicriteria group decision making: optimal priority synthesis from pairwise comparisons
2006,
We propose an optimization based hybrid approach for multicriteria group decision...
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