Search Results - Computational methods for problems pertaining to operations research AND mathematical programming

On the sensitivity of some portfolio optimization models using interval analysis

Authors: Sarishti Singh Geetanjali Panda

Source: OPSEARCH. 62:77-103

Subject Terms: Linear equations (linear algebraic aspects), Portfolio theory, General methods in interval analysis, sensitivity analysis, Computational methods for problems pertaining to operations research and mathematical programming, interval linear equations, portfolio selection, Special matrices, interval analysis, Operations research and management science

File Description: application/xml

A branch and price approach for the robust bandwidth packing problem with queuing delays

Authors: Seohee Kim Chungmok Lee

Source: Annals of Operations Research. 307:251-275

Subject Terms: Combinatorial optimization, 0211 other engineering and technologies, robust optimization, Integer programming, knapsack problem, 02 engineering and technology, Nonlinear programming, branch-and-price, Communication networks in operations research, Computational methods for problems pertaining to operations research and mathematical programming, Deterministic network models in operations research, 0202 electrical engineering, electronic engineering, information engineering, queuing delay, Queues and service in operations research, bandwidth packing problem

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Access URL: https://link.springer.com/article/10.1007/s10479-021-04292-w
https://dblp.uni-trier.de/db/journals/anor/anor307.html#KimL21a
https://doi.org/10.1007/s10479-021-04292-w
https://EconPapers.repec.org/RePEc:spr:annopr:v:307:y:2021:i:1:d:10.1007_s10479-021-04292-w

How to Optimize Train Stops under Diverse Passenger Demand: a New Line Planning Method for Large-Scale High-Speed Rail Networks: How to optimize train stops under diverse passenger demand: a new line planning method for large-scale high-speed rail networks

Authors: Xin Zhang Yu Ke Lei Nie et al.

Source: Networks and Spatial Economics. 20:963-988

Subject Terms: Traffic problems in operations research, Transportation, logistics and supply chain management, Computational methods for problems pertaining to operations research and mathematical programming, 0502 economics and business, 05 social sciences, Case-oriented studies in operations research, Integer programming, train stop, high-speed railway, line planning, large-scale network

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Access URL: https://ideas.repec.org/a/kap/netspa/v20y2020i4d10.1007_s11067-020-09506-5.html
https://link.springer.com/article/10.1007/s11067-020-09506-5

On the classification gap in mathematical programming-based approaches to the discriminant problem: On the classification gap in mathematical-programming-based approaches to the discriminant problem

Authors: Cliff T. Ragsdale Antonie Stam

Source: Naval Research Logistics. 39:545-559

Subject Terms: fuzzy set, Applications of mathematical programming, Classification and discrimination, cluster analysis (statistical aspects), Computational methods for problems pertaining to operations research and mathematical programming, outlier- contaminated data conditions, classification gap, Probabilistic methods, stochastic differential equations, robustness, discriminant analysis, simulation

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Access URL: http://onlinelibrary.wiley.com/doi/10.1002/1520-6750(199206)39:4%3C545::AID-NAV3220390408%3E3.0.CO;2-A/references
https://api.wiley.com/onlinelibrary/tdm/v1/articles/10.1002%2F1520-6750(199206)39:4%3C545::AID-NAV3220390408%3E3.0.CO;2-A
http://doi.wiley.com/10.1002/1520-6750%28199206%2939%3A4%3C545%3A%3AAID-NAV3220390408%3E3.0.CO%3B2-A

Computational schemes for large-scale problems in extended linear-quadratic programming: Computational schemes for large-scale problems in extended linear- quadratic programming

Authors: R. T. Rockafellar

Source: Mathematical Programming. 48:447-474

Subject Terms: Large-scale problems in mathematical programming, 0209 industrial biotechnology, Linear programming, finite-envelope methods, Computational methods for problems pertaining to operations research and mathematical programming, 0211 other engineering and technologies, Stochastic programming, extended linear-quadratic programming, 02 engineering and technology, Quadratic programming, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

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Access URL: https://link.springer.com/article/10.1007%2FBF01582268
http://www.math.washington.edu/~rtr/papers/rtr125-ComputationalSchemes.pdf
https://doi.org/10.1007/BF01582268
https://www.math.washington.edu/~rtr/papers/rtr125-ComputationalSchemes.pdf
https://dblp.uni-trier.de/db/journals/mp/mp48.html#Rockafellar90

Solution methods and computational investigations for the Linear Bottleneck Assignment Problem: Solution methods and computational investigations for the linear bottleneck assignment problem

Authors: Ulrich Pferschy

Source: Computing. 59:237-258

Subject Terms: Combinatorial optimization, Graph algorithms (graph-theoretic aspects), linear bottleneck assignment problem, Computational methods for problems pertaining to operations research and mathematical programming, maximum cardinality matching, 0211 other engineering and technologies, Boolean programming, 0102 computer and information sciences, 02 engineering and technology, Programming involving graphs or networks, sparse subgraphs, Abstract computational complexity for mathematical programming problems, 01 natural sciences

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Access URL: https://link.springer.com/article/10.1007/BF02684443
https://dblp.uni-trier.de/db/journals/computing/computing59.html#Pferschy97
https://dl.acm.org/doi/10.1007/BF02684443

A SUCCESSIVE OVER-RELAXATION METHOD FOR QUADRATIC PROGRAMMING PROBLEMS WITH INTERVAL CONSTRAINTS: A successive over-relaxation method for quadratic programming problems with interval constraints

Authors: Maso Fukushima Yoshikazu Shimazu Toshihide Ibaraki

Source: Journal of the Operations Research Society of Japan. 36:73-89

Subject Terms: global convergence, Convex programming, Computational methods for problems pertaining to operations research and mathematical programming, Hildreth's algorithm, 0211 other engineering and technologies, interval constrained quadratic programming, 02 engineering and technology, Quadratic programming, 0101 mathematics, 01 natural sciences

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Access URL: https://www.jstage.jst.go.jp/article/jorsj/36/2/36_KJ00001202877/_pdf
https://ci.nii.ac.jp/naid/110001184373

A Method for the Parametric Center Problem, with a Strictly Monotone Polynomial-Time Algorithm for Linear Programming: A method for the parametric center problem, with a strictly monotone polynomial-time algorithm for linear programming

Authors: Freund, Robert Michael. Tan, Kok-Choon.

Source: Mathematics of Operations Research. 16:775-801

Subject Terms: HD28 .M414 no.2100-, 89, Linear programming, 4. Education, Sensitivity, stability, parametric optimization, Computational methods for problems pertaining to operations research and mathematical programming, 1. No poverty, Abstract computational complexity for mathematical programming problems, parametric center problem

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Access URL: https://dspace.mit.edu/bitstream/1721.1/5247/1/OR-192-89-24516028.pdf
https://pubsonline.informs.org/doi/10.1287/moor.16.4.775
https://EconPapers.repec.org/RePEc:inm:ormoor:v:16:y:1991:i:4:p:775-801
https://ideas.repec.org/a/inm/ormoor/v16y1991i4p775-801.html
https://dspace.mit.edu/handle/1721.1/2233
https://dblp.uni-trier.de/db/journals/mor/mor16.html#FreundT91
https://www.jstor.org/stable/3689909
http://hdl.handle.net/1721.1/2233

An efficient method for obtaining sharp bounds for nonlinear boolean programming problems: An efficient method for obtaining sharp bounds for nonlinear Boolean programming problems

Authors: P. F. Körner

Source: RAIRO - Operations Research. 26:113-120

Subject Terms: quadratic equality constraints, 0209 industrial biotechnology, Nonlinear programming, Lagrange duality, branch and bound, Computational methods for problems pertaining to operations research and mathematical programming, 0211 other engineering and technologies, Integer programming, Boolean programming, 02 engineering and technology

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Access URL: https://www.rairo-ro.org/articles/ro/pdf/1992/01/ro1992260101131.pdf
https://zbmath.org/89312
https://doi.org/10.1051/ro/1992260101131
http://www.rairo-ro.org/articles/ro/abs/1992/01/ro1992260101131/ro1992260101131.html
https://eudml.org/doc/105025
https://www.rairo-ro.org/articles/ro/abs/1992/01/ro1992260101131/ro1992260101131.html
https://www.rairo-ro.org/articles/ro/pdf/1992/01/ro1992260101131.pdf

A numerical method for solving stochastic programming problems with moment constraints on a distribution function

Authors: Alexei A. Gaivoronski

Source: Annals of Operations Research. 31:347-369

Subject Terms: Numerical mathematical programming methods, Stochastic approximation, stochastic quasigradient method, Computational methods for problems pertaining to operations research and mathematical programming, incomplete information, Stochastic programming, moment problem, complete recourse, minimax problems

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Access URL: https://link.springer.com/article/10.1007%2FBF02204857

A computational analysis of LCP methods for bilinear and concave quadratic programming

Authors: A. M. Faustino Joaquim J. Júdice

Source: Computers & Operations Research. 18:645-654

Subject Terms: concave quadratic program, Computational methods for problems pertaining to operations research and mathematical programming, bilinear programming, branch-and-bound, Quadratic programming, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming), sequential linear complementarity

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Access URL: https://zbmath.org/34626
https://doi.org/10.1016/0305-0548(91)90002-9
http://www.sciencedirect.com/science/article/pii/0305054891900029
https://dblp.uni-trier.de/db/journals/cor/cor18.html#JudiceF91
https://www.sciencedirect.com/science/article/pii/0305054891900029

A Robust Trust Region Method for Constrained Nonlinear Programming Problems: A robust trust region method for constrained nonlinear programming problems

Authors: James V. Burke

Source: SIAM Journal on Optimization. 2:325-347

Subject Terms: Numerical mathematical programming methods, Nonlinear programming, Computational methods for problems pertaining to operations research and mathematical programming, quadratic approximation, 0211 other engineering and technologies, Lagrange multiplier, trust region method, 02 engineering and technology, exact penalty function, constrained optimization

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Access URL: https://dblp.uni-trier.de/db/journals/siamjo/siamjo2.html#Burke92
https://epubs.siam.org/doi/10.1137/0802016

A Large-Step Analytic Center Method for a Class of Smooth Convex Programming Problems: A large-step analytic center method for a class of smooth convex programming problems

Authors: Cornelis Roos Dick den Hertog Tamás Terlaky

Source: SIAM Journal on Optimization. 2:55-70

Subject Terms: Convex programming, analytic center method, Newton method, large-step path following, Computational methods for problems pertaining to operations research and mathematical programming, 0211 other engineering and technologies, smooth convex programming, 02 engineering and technology

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Access URL: https://zbmath.org/90169
https://doi.org/10.1137/0802005
https://dblp.uni-trier.de/db/journals/siamjo/siamjo2.html#HertogRT92
https://epubs.siam.org/doi/abs/10.1137/0802005
http://core.ac.uk/display/15813489
https://doi.org/10.1137/0802005

An iterative decomposition method in single-stage stochastic integer-programming problems: An iterative decomposition method in single-stage stochastic integer- programming problems

Authors: Igor Averbakh

Source: USSR Computational Mathematics and Mathematical Physics. 30:133-139

Subject Terms: 0209 industrial biotechnology, decomposition, block structure, Computational methods for problems pertaining to operations research and mathematical programming, 0202 electrical engineering, electronic engineering, information engineering, Stochastic programming, Integer programming, 02 engineering and technology, stochastic integer programming

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Access URL: https://www.sciencedirect.com/science/article/pii/004155539090171N

METLIN-PC: An applications-program package for problems of mathematical programming

Authors: Yu. V. Shul'zhenko A. A. Sosnovskii V. M. Aleksandrova et al.

Source: Cybernetics and Systems Analysis. 29:694-704

Subject Terms: Numerical mathematical programming methods, Nonlinear programming, Linear programming, Computational methods for problems pertaining to operations research and mathematical programming, 0211 other engineering and technologies, Packaged methods for numerical algorithms, 02 engineering and technology, 0101 mathematics, METLIN-PC, linearization method, 01 natural sciences, Multi-objective and goal programming

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Access URL: https://zbmath.org/745975
https://link.springer.com/content/pdf/10.1007/BF01125799.pdf
http://www.osti.gov/scitech/biblio/107677
https://link.springer.com/article/10.1007/BF01125799

An approximate method for local optima for nonlinear mixed integer programming problems

Authors: Han-Lin Li

Source: Computers & Operations Research. 19:435-444

Subject Terms: Mixed integer programming, Nonlinear programming, Computational methods for problems pertaining to operations research and mathematical programming, 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, Integer programming, Boolean programming, 02 engineering and technology, modified penalty function method

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Access URL: https://zbmath.org/95838
https://doi.org/10.1016/0305-0548(92)90072-d
https://scholar.nycu.edu.tw/en/publications/an-approximate-method-for-local-optima-for-nonlinear-mixed-intege
https://ir.nctu.edu.tw:443/handle/11536/3369
https://www.sciencedirect.com/science/article/pii/030505489290072D
https://scholar.nctu.edu.tw/en/publications/an-approximate-method-for-local-optima-for-nonlinear-mixed-intege
https://dblp.uni-trier.de/db/journals/cor/cor19.html#Li92
https://doi.org/10.1016/0305-0548(92)90072-D

A successive quadratic programming method for a class of constrained nonsmooth optimization problems

Authors: Masao Fukushima

Source: Mathematical Programming. 49:231-251

Subject Terms: Convex programming, Nonlinear programming, Computational methods for problems pertaining to operations research and mathematical programming, Other numerical methods in calculus of variations, approximating Kuhn-Tucker points, Nonsmooth analysis, 0211 other engineering and technologies, iterative cutting-plane type approach, line search, 02 engineering and technology, Quadratic programming, exact penalization, constrained nonsmooth optimization

File Description: application/xml

Access URL: https://zbmath.org/8749
https://doi.org/10.1007/bf01588789

Asymptotic properties of penalized objective functions in regular mathematical programming problems

Authors: A. Yu. Makieva S. K. Zavriev

Source: Computational Mathematics and Modeling. 3:44-49

Subject Terms: Nonlinear programming, Computational methods for problems pertaining to operations research and mathematical programming, Other numerical methods in calculus of variations, 0103 physical sciences, 0101 mathematics, 01 natural sciences

File Description: application/xml

Access URL: https://zbmath.org/416608
https://doi.org/10.1007/bf01127783
https://link.springer.com/article/10.1007/BF01127791

A projection and contraction method for a class of linear complementarity problems and its application in convex quadratic programming

Authors: Bingsheng He

Source: Applied Mathematics & Optimization. 25:247-262

Subject Terms: Convex programming, convex quadratic programming, Numerical mathematical programming methods, Féjer-contraction, Computational methods for problems pertaining to operations research and mathematical programming, 0211 other engineering and technologies, projection, 02 engineering and technology, Quadratic programming, large sparse problems, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming), linear complementarity

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Access URL: https://link.springer.com/article/10.1007/BF01182323

Application of the alternating direction method of multipliers to separable convex programming problems

Authors: Masao Fukushima

Source: Computational Optimization and Applications. 1:93-111

Subject Terms: Decomposition methods, Convex programming, decomposition algorithm, alternating direction method of multipliers, 0211 other engineering and technologies, Parallel numerical computation, 02 engineering and technology, 01 natural sciences, global convergence, parallel algorithm, Computational methods for problems pertaining to operations research and mathematical programming, separable convex programming, 0101 mathematics, separable structure

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Access URL: https://zbmath.org/109131
https://doi.org/10.1007/bf00247655