Journal: Annals of Operations Research

Found 3339 papers in total
New methods for computing inferences in first order logic
New methods for computing inferences in first order logic
1993,
Recent improvements in satisfiability algorithms for propositional logic have made...
Mathematical programming and the sensitivity of multi-criteria decisions
Mathematical programming and the sensitivity of multi-criteria decisions
1993,
The authors report on the current state of a project whose aim is to implement a...
Parallel computing in nonconvex programming
Parallel computing in nonconvex programming
1993,
In this paper, the authors are concerned with the development of parallel algorithms...
A theory of degeneracy graphs
A theory of degeneracy graphs
1993,
Using some results of the theory of finite sets, a characterization of...
Dual Active Sets and constrained optimization
Dual Active Sets and constrained optimization
1993,
Two dual methods for solving constrained optimization problems are presented: the Dual...
The empirical performance of a polynomial algorithm for constrained nonlinear optimization
The empirical performance of a polynomial algorithm for constrained nonlinear optimization
1993,
In an earlier paper, a polynomial algorithm based on successive piecewise linear...
Optimization for pattern classification using biased random search techniques
Optimization for pattern classification using biased random search techniques
1993,
The authors demonstrate how optimization problems arise in the field of pattern...
Error bounds and convergence analysis of feasible descent methods: A general approach
Error bounds and convergence analysis of feasible descent methods: A general approach
1993,
The authors survey and extend a general approach to analyzing the convergence and the...
Approximation theory for stochastic variational and Ky Fan inequalities in finite dimensions
Approximation theory for stochastic variational and Ky Fan inequalities in finite dimensions
1993,
The ideas of approximation and continuity have been extensively investigated both for...
Resolving degeneracy in quadratic programming
Resolving degeneracy in quadratic programming
1993,
A technique for the resolution of degeneracy in an Active Set Method for Quadratic...
Global convergence of the affine scaling algorithm for primal degenerate strictly convex quadratic programming problems
Global convergence of the affine scaling algorithm for primal degenerate strictly convex quadratic programming problems
1993,
This paper deals with global convergence of the affine scaling algorithm for strictly...
Combinatoric classes of the transportation problem and their properties
Combinatoric classes of the transportation problem and their properties
1993,
This paper considers the partitioning of all transportation problem instances into a...
Algorithms for large scale set covering problems
Algorithms for large scale set covering problems
1993,
This paper is concerned with the set covering problem (SCP), and in particular with...
Pareto optimality and a class of set covering heuristics
Pareto optimality and a class of set covering heuristics
1993,
The set covering problem has many diverse applications to problems arising in crew...
Penalty computations for the set partitioning problem
Penalty computations for the set partitioning problem
1993,
The computation of penalities associated with the continuous relaxation of integer...
Clustering heuristics for set covering
Clustering heuristics for set covering
1993,
The authors introduce a new class of set covering heuristics, based on clustering...
Another explanation for the bias observed in the filter rule test
Another explanation for the bias observed in the filter rule test
1993,
Substantial bias in profits is observed when Alexander’s filter rule is applied...
An envelopment-analysis approach to measuring the managerial efficiency of banks
An envelopment-analysis approach to measuring the managerial efficiency of banks
1993,
The dramatic rise in bank failures over the last decade has led to a search for...
Computing efficient frontiers using estimated parameters
Computing efficient frontiers using estimated parameters
1993,
The mean-variance model for portfolio selection requires estimates of many parameters....
Multi-stage stochastic linear programs for portfolio optimization
Multi-stage stochastic linear programs for portfolio optimization
1993,
The paper demonstrates how multi-period portfolio optimization problems can be...
A note on portfolio optimization with path-dependent utility
A note on portfolio optimization with path-dependent utility
1993,
This paper considers the portfolio selection with preferences depending on the history...
The development of efficient portfolios in Japan with particular emphasis on sales and earnings forecasting
The development of efficient portfolios in Japan with particular emphasis on sales and earnings forecasting
1993,
In this study, the authors show that earnings forecasting creates an index-tracking...
Optimal bank portfolio choice under fixed-rate deposit insurance
Optimal bank portfolio choice under fixed-rate deposit insurance
1993,
This paper analyzes the investment decisions of insured banks under fixed-rate deposit...
Optimal consumption and arbitrage in incomplete, finite state security markets
Optimal consumption and arbitrage in incomplete, finite state security markets
1993,
The authors study a consistent treatment for both the multi-period portfolio selection...
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