Keyword: programming: convex

Found 402 papers in total
Separable Augmented Lagrangians for the decomposition of large convex programs
Separable Augmented Lagrangians for the decomposition of large convex programs
1995,
Augmented Lagrangians are very attractive to regularize the classical dual methods for...
Linear programming, complexity theory and elementary functional analysis
Linear programming, complexity theory and elementary functional analysis
1995,
The paper proposes analyzing interior-point methods using notions of problem-instance...
Directional differentiability of the optimal value function in convex semi-infinite programming
Directional differentiability of the optimal value function in convex semi-infinite programming
1995,
In this paper, directional differentiability properties of the optimal value function...
Biconvex models and algorithms for risk management problems
Biconvex models and algorithms for risk management problems
1994,
This paper deals with the risk management problem of determining an optimal mix of...
Minimal representation of quadratically constrained convex feasible regions
Minimal representation of quadratically constrained convex feasible regions
1995,
In this paper the authors are concerned with characterizing minimal representations of...
A discrete projection quasi-Newton method for linearly constrained problems
A discrete projection quasi-Newton method for linearly constrained problems
1995,
This paper defines a discrete quasi-Newton algorithm which uses only function values...
Vector valued Lagrangian and invexity type multiobjective programming problems
Vector valued Lagrangian and invexity type multiobjective programming problems
1995,
This paper discusses optimality criteria for a newly defined class of multiobjective...
Projection methods for the convex feasibility problem: A review
Projection methods for the convex feasibility problem: A review
1994,
The paper reviews the properties of a projection on a nonempty closed convex set, and...
An infeasible-interior-point algorithm for linear complementarity problems
An infeasible-interior-point algorithm for linear complementarity problems
1994,
The paper modifies the algorithm of Zhang to obtain an O(n 2 L)...
Solving large-scale minimax problems with the primal-dual steepest descent algorithm
Solving large-scale minimax problems with the primal-dual steepest descent algorithm
1994,
This paper shows that the primal-dual steepest descent algorithm developed by Zhu and...
A saddle-point characterization of Pareto optima
A saddle-point characterization of Pareto optima
1994,
This paper provides an answer to the following basic problem of convex multi-objective...
A new approach to tolerance allocation in design cost analysis
A new approach to tolerance allocation in design cost analysis
1995,
When components are designed for manufacturing using computer aided design (CAD)...
Convergence of some algorithms for convex minimization
Convergence of some algorithms for convex minimization
1993,
The authors present a simple and unified technique to establish convergence of various...
A Farkas lemma for difference sublinear systems and quasidifferentiable programming
A Farkas lemma for difference sublinear systems and quasidifferentiable programming
1994,
A new generalized Farkas theorem of the alternative is presented for systems involving...
Perishable inventory problem with two types of customers and different selling prices
Perishable inventory problem with two types of customers and different selling prices
1993,
This paper discusses an inventory control model for a single perishable product with...
A recursive algorithm for finding the minimum norm point in an unbounded polyhedron
A recursive algorithm for finding the minimum norm point in an unbounded polyhedron
1994,
The authors present a recursive algorithm for finding the minimum norm point in an...
Tatonnement procedures for linearly constrained convex optimization
Tatonnement procedures for linearly constrained convex optimization
1994,
The emphasis in this article is to exploit the fact that precision requirements for...
Theorems of the alternative and duality for inf-sup problems
Theorems of the alternative and duality for inf-sup problems
1994,
The duality theory of convex mathematical programming is extended to inf-sup problems....
A convergence proof for an affine-scaling algorithm for convex quadratic programming without nondegeneracy assumptions
A convergence proof for an affine-scaling algorithm for convex quadratic programming without nondegeneracy assumptions
1993,
This paper presents a theoretical result on convergence of a primal affine-scaling...
Utilizing risk minimization for portfolio management
Utilizing risk minimization for portfolio management
1992,
Portfolio risk minimization is sought by investment managers with an ideally large...
Interactive method for solving multi-objective convex programs
Interactive method for solving multi-objective convex programs
1991,
In this paper an interactive procedure for solving multi-objective programming problem...
The continuous modular design problem with linear separable side constraints
The continuous modular design problem with linear separable side constraints
1991,
This paper describes a heuristic for designing a single module in the presence of...
Two algorithms for maximizing a separable concave function over a polymatroid feasible region
Two algorithms for maximizing a separable concave function over a polymatroid feasible region
1991,
This paper presents two new algorithms for maximizing a separable concave function on...
Some comments on Lagrangean duality, optimality conditions and convexity
Some comments on Lagrangean duality, optimality conditions and convexity
1991,
In the classical literature of NLP, the Lagrangian duals (minimax and Wolfe’s)...
Papers per page: