Journal: Optimization Methods & Software

Found 74 papers in total
SISP: Simplified interface for stochastic programming establishing a hard link between mathematical programming modeling languages and SMPS codes
SISP: Simplified interface for stochastic programming establishing a hard link between mathematical programming modeling languages and SMPS codes
2002,
The aim of this article is to propose a general approach to link a stochastic...
Minimax analysis of stochastic problems
Minimax analysis of stochastic problems
2002,
In practical applications of stochastic programming the involved probability...
The integer programming background of a stochastic integer programming algorithm of Dentcheva–Prékopa–Ruszczyński
The integer programming background of a stochastic integer programming algorithm of Dentcheva–Prékopa–Ruszczyński
2002,
This paper analyzes the algorithmic tools presented by Dentcheva et al . The emphasis...
Inequality–equality constrained optimization: An analytical robustness comparison of a feasibility method versus L1 sequential quadratic programming
Inequality–equality constrained optimization: An analytical robustness comparison of a feasibility method versus L1 sequential quadratic programming
2002,
In this work we present an analytical robustness comparison of two methods for...
Stochastic programming, cooperation, and risk exchange
Stochastic programming, cooperation, and risk exchange
2002,
Stochastic programming offers handy instruments to analyze exchange of goods and...
A partial updating algorithm for linear programs with many more variables than constraints
A partial updating algorithm for linear programs with many more variables than constraints
1995,
We present a modified version of Ye's potential reduction algorithm for linear...
Globally convergent block-coordinate techniques for unconstrained optimization
Globally convergent block-coordinate techniques for unconstrained optimization
1999,
In this paper we define new classes of globally convergent block-coordinate techniques...
A combined relaxation method for decomposable variational inequalities
A combined relaxation method for decomposable variational inequalities
1999,
An iterative method based on combining, modifying and generalizing different...
A variable depth search algorithm with branching search for the generalized assignment problem
A variable depth search algorithm with branching search for the generalized assignment problem
1998,
In this paper, we propose a variable depth search (VDS) algorithm for the generalized...
An interior-point based subgradient method for nondifferentiable convex optimization
An interior-point based subgradient method for nondifferentiable convex optimization
1998,
We propose in this paper an algorithm for solving linearly constrained...
On integer programming problems with inaccurate data
On integer programming problems with inaccurate data
1995,
In this paper, a criterion of feasibility and existence of the optimal solution is...
Computational experience with the reverse search vertex enumeration algorithm
Computational experience with the reverse search vertex enumeration algorithm
1998,
This paper describes computational experience obtained in the development of the IRS...
Equivalence between different formulations of the linear complementarity problem
Equivalence between different formulations of the linear complementarity problem
1997,
One shows that different formulations of the linear complementarity problem (LCP),...
Method of approximate centers for semi-definite programming
Method of approximate centers for semi-definite programming
1997,
The success of interior point algorithms for large-scale linear programming has...
On free variables in interior point methods
On free variables in interior point methods
1998,
Interior point methods, especially the algorithms for linear programming problems, are...
The analyticity of interior-point-paths at strictly complementary solutions of linear programs
The analyticity of interior-point-paths at strictly complementary solutions of linear programs
1998,
This paper investigates the analyticity of certain paths that arise in the context of...
Solving large-scale linear programs by interior-point methods under the MATLAB environment
Solving large-scale linear programs by interior-point methods under the MATLAB environment
1998,
In this paper, we describe our implementation of a primal–dual...
Monotonicity of primal–dual interior-point algorithms for semidefinite programming problems
Monotonicity of primal–dual interior-point algorithms for semidefinite programming problems
1998,
We present primal–dual interior-point algorithms with polynomial iteration...
A dual parameterization approach to linear–quadratic semi-infinite programming problems
A dual parameterization approach to linear–quadratic semi-infinite programming problems
1999,
Semi-infinite programming problems are special optimization problems in which a cost...
A globally convergent primal–dual interior point method for constrained optimization
A globally convergent primal–dual interior point method for constrained optimization
1998,
This paper proposes a primal–dual interior point method for solving general...
Semidefinite relaxation and nonconvex quadratic optimization
Semidefinite relaxation and nonconvex quadratic optimization
1998,
In this paper we study the qualitiy of semidefinite relaxation for global quadratic...
Copositive relaxation for general quadratic programming
Copositive relaxation for general quadratic programming
1998,
We consider general, typically nonconvex, Quadratic Programming Problems. The...
An algorithm for inverse minimm spanning tree problem
An algorithm for inverse minimm spanning tree problem
1997,
In this paper we consider an inverse minimum spanning tree problem in which we wish to...
A process scheduling problem arising from chemical production planning
A process scheduling problem arising from chemical production planning
1998,
In this paper we investigate scheduling problems which stem from real-world...
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