Keyword: minimax problem

Found 50 papers in total
Risk-Minimizing Reinsurance Protection For Multivariate Risks
Risk-Minimizing Reinsurance Protection For Multivariate Risks
2014,
In this article, we study the problem of optimal reinsurance policy for multivariate...
Optimal number of accrual groups and accrual group sizes in longitudinal trials with discrete-time survival endpoints
Optimal number of accrual groups and accrual group sizes in longitudinal trials with discrete-time survival endpoints
2014,
In longitudinal trials, the number of accrual groups and their sizes should carefully...
On second order duality of minimax fractional programming with square root term involving generalized B-(p, r)-invex functions
On second order duality of minimax fractional programming with square root term involving generalized B-(p, r)-invex functions
2016,
The advantage of second‐order duality is that if a feasible point of the primal...
Post-optimal Analysis for Markowitz's Multicriteria Portfolio Optimization Problem
Post-optimal Analysis for Markowitz's Multicriteria Portfolio Optimization Problem
2014,
We formulate a multicriteria discrete variant of well‐known Markowitz's...
A branch-price-and-cut algorithm for the min-max k-vehicle windy rural postman problem
A branch-price-and-cut algorithm for the min-max k-vehicle windy rural postman problem
2014,
The min‐max k‐vehicles windy rural postman problem consists of...
Nonsmooth minimax programming under locally Lipschitz (φ, ρ)-invexity
Nonsmooth minimax programming under locally Lipschitz (φ, ρ)-invexity
2011,
Minimax programming problems involving locally Lipschitz ( φ , ρ...
Simple Sequential Quadratically Constrained Quadratic Programming Feasible Algorithm with Active Identification Sets for Constrained Minimax Problems
Simple Sequential Quadratically Constrained Quadratic Programming Feasible Algorithm with Active Identification Sets for Constrained Minimax Problems
2014,
In this paper, the nonlinear minimax problems with inequality constraints are...
Strategies in competing subset selection
Strategies in competing subset selection
2013,
We address an optimization problem in which two agents, each with a set of weighted...
A hybrid algorithm for linearly constrained minimax problems
A hybrid algorithm for linearly constrained minimax problems
2013,
Many real life problems can be stated as a minimax problem, such as economics,...
A robust von Neumann minimax theorem for zero‐sum games under bounded payoff uncertainty
A robust von Neumann minimax theorem for zero‐sum games under bounded payoff uncertainty
2011,
The celebrated von Neumann minimax theorem is a fundamental theorem in...
Robust multi‐market newsvendor models with interval demand data
Robust multi‐market newsvendor models with interval demand data
2011,
We present a robust model for determining the optimal order quantity and market...
Second‐Order Optimality Conditions in Minimax Optimization Problems
Second‐Order Optimality Conditions in Minimax Optimization Problems
2013,
The paper primarily is concerned with the second‐order optimality conditions...
Minmax regret combinatorial optimization problems: an AlgorithmicPerspective
Minmax regret combinatorial optimization problems: an AlgorithmicPerspective
2011,
Uncertainty in optimization is not a new ingredient. Diverse models considering...
Duality on a nondifferentiable minimax fractional programming
Duality on a nondifferentiable minimax fractional programming
2012,
We establish the necessary and sufficient optimality conditions on a nondifferentiable...
On a constant factor approximation for minmax regret problems using a symmetry point scenario
On a constant factor approximation for minmax regret problems using a symmetry point scenario
2012,
In order to find a robust solution under an unknown linear cost function it will be...
Second order duality in minmax fractional programming with generalized univexity
Second order duality in minmax fractional programming with generalized univexity
2012,
In this paper, the concept of second order generalized α ‐type I...
Nonmonotone algorithm for minimax optimization problems
Nonmonotone algorithm for minimax optimization problems
2011,
Many real life problems can be stated as a minimax optimization problem, such as the...
Crossing Number and Weighted Crossing Number of Near‐Planar Graphs
Crossing Number and Weighted Crossing Number of Near‐Planar Graphs
2011,
A nonplanar graph G is near‐planar if it contains an edge e such that G - e is...
Minimax a posteriori estimation of the Markov processes with finite state spaces
Minimax a posteriori estimation of the Markov processes with finite state spaces
2008,
Consideration was given to some problems of estimation (filtering and identification)...
Information input for multi-stage stochastic programs
Information input for multi-stage stochastic programs
2010,
We consider multi-stage stochastic programs with incomplete knowledge of probability...
Some tractable instances of interval data minmax regret problems
Some tractable instances of interval data minmax regret problems
2008,
In this paper, we provide polynomial and pseudopolynomial algorithms for classes of...
Second order duality for nondifferentiable minimax programming problems with generalized convexity
Second order duality for nondifferentiable minimax programming problems with generalized convexity
2009,
In this paper, we are concerned with a class of nondifferentiable minimax programming...
Locating a circle on the plane using the minimax criterion
Locating a circle on the plane using the minimax criterion
2009,
We consider the problem of locating a circle with respect to existing facilities on...
An incremental method for solving convex finite min‐max problems
An incremental method for solving convex finite min‐max problems
2006,
We introduce a new approach to minimizing a function defined as the pointwise maximum...
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