Keyword: programming: convex

Found 402 papers in total
An inspection game with multiple inspectees
An inspection game with multiple inspectees
2007,
This paper deals with a non-zero-sum inspection game with one inspector and several...
Rounding of convex sets and efficient gradient methods for linear programming problems
Rounding of convex sets and efficient gradient methods for linear programming problems
2008,
In this paper, we propose new efficient gradient schemes for two non-trivial classes...
Duality for location problems with unbounded unit balls
Duality for location problems with unbounded unit balls
2007,
Given an optimization problem with a composite of a convex and componentwise...
Newsvendor solutions via conditional value-at-risk minimization
Newsvendor solutions via conditional value-at-risk minimization
2007,
In this paper, we consider the minimization of the conditional value-at-risk (CVaR), a...
Monge properties, discrete convexity and applications
Monge properties, discrete convexity and applications
2007,
Starting from Monge's mass transportation problem we review the role Monge properties...
Geometric programming and dual entropy-optimization problem
Geometric programming and dual entropy-optimization problem
2007,
In this paper, we have analyzed the equivalence of entropy-maximization models to...
SDPA Project: solving large-scale semidefinite programs
SDPA Project: solving large-scale semidefinite programs
2007,
The Semidefinite Program (SDP) has recently attracted much attention of researchers in...
Using separable programming to solve the multi-product multiple ex-ante constraint newsvendor problem and extensions
Using separable programming to solve the multi-product multiple ex-ante constraint newsvendor problem and extensions
2007,
This paper provides an approximating programming technique to solve the multi-product...
A survey of recent developments in multiobjective optimization
A survey of recent developments in multiobjective optimization
2007,
Multiobjective Optimization (MO) has many applications in such fields as the Internet,...
A novel approach to bilevel nonlinear programming
A novel approach to bilevel nonlinear programming
2007,
Recently developed methods of monotonic optimization have been applied successfully...
The joint replenishment problem with variable production costs
The joint replenishment problem with variable production costs
2006,
This paper discusses an approach to solve the joint replenishment problem in a...
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...
An extension of a minimax approach to multiple classification
An extension of a minimax approach to multiple classification
2007,
When mean vectors and covariance matrices of two classes are available in a binary...
A multi-stage search allocation game with the payoff of detection probability
A multi-stage search allocation game with the payoff of detection probability
2007,
This paper deals with a multi-stage two-person zero-sum game called the multi-stage...
An algorithm for portfolio optimization with transaction costs
An algorithm for portfolio optimization with transaction costs
2005,
We consider the problem of maximizing an expected utility function of n assets, such...
Robust control of Markov decision processes with uncertain transition matrices
Robust control of Markov decision processes with uncertain transition matrices
2005,
Optimal solutions to Markov decision problems may be very sensitive with respect to...
Sensitivity analysis in linear and convex quadratic optimization: invariant active constraint set and invariant set intervals
Sensitivity analysis in linear and convex quadratic optimization: invariant active constraint set and invariant set intervals
2006,
Support set invariancy sensitivity analysis is concerned with finding the range of...
On a class of nonsmooth composite functions
On a class of nonsmooth composite functions
2003,
We discuss in this paper a class of nonsmooth functions which can be represented, in a...
Almost every convex or quadratic programming problem is well posed
Almost every convex or quadratic programming problem is well posed
2004,
We provide an abstract principle aimed at proving that classes of optimization...
Sparsity in convex quadratic programming with interior point methods
Sparsity in convex quadratic programming with interior point methods
2006,
In this paper, we investigate how the sparsity of non-separable quadratic programming...
Multistage stochastic convex programs: Duality and its implications
Multistage stochastic convex programs: Duality and its implications
2006,
In this paper, we study alternative primal and dual formulations of multistage...
Projection, lifting and extended formulation in integer and combinatorial optimization
Projection, lifting and extended formulation in integer and combinatorial optimization
2005,
This is an overview of the significance and main uses of projection, lifting and...
Logical processing for integer programming
Logical processing for integer programming
2005,
This paper reviews tools which have great potential for reducing the difficulty of...
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