Výsledky vyhledávání - Computational methods for problems pertaining to operations research and mathematical programming*

On the sensitivity of some portfolio optimization models using interval analysis

Autoři: Sarishti Singh Geetanjali Panda

Zdroj: OPSEARCH. 62:77-103

Témata: 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

Popis souboru: application/xml

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

Autoři: Seohee Kim Chungmok Lee

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

Témata: 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

Popis souboru: application/xml

Přístupová URL adresa: 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

Autoři: Xin Zhang Yu Ke Lei Nie a další

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

Témata: 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

Popis souboru: application/xml

Přístupová URL adresa: 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

Autoři: Cliff T. Ragsdale Antonie Stam

Zdroj: Naval Research Logistics. 39:545-559

Témata: 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

Popis souboru: application/xml

Přístupová URL adresa: 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

Autoři: R. T. Rockafellar

Zdroj: Mathematical Programming. 48:447-474

Témata: 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)

Popis souboru: application/xml

Přístupová URL adresa: 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

Autoři: Ulrich Pferschy

Zdroj: Computing. 59:237-258

Témata: 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

Popis souboru: application/xml

Přístupová URL adresa: 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

Autoři: Maso Fukushima Yoshikazu Shimazu Toshihide Ibaraki

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

Témata: 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

Popis souboru: application/xml

Přístupová URL adresa: 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

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

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

Témata: 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

Popis souboru: application/xml

Přístupová URL adresa: 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

Autoři: P. F. Körner

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

Témata: 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

Popis souboru: application/xml

Přístupová URL adresa: 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

Autoři: Alexei A. Gaivoronski

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

Témata: 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

Popis souboru: application/xml

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

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

Autoři: A. M. Faustino Joaquim J. Júdice

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

Témata: 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

Popis souboru: application/xml

Přístupová URL adresa: 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

Autoři: James V. Burke

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

Témata: 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

Popis souboru: application/xml

Přístupová URL adresa: 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

Autoři: Cornelis Roos Dick den Hertog Tamás Terlaky

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

Témata: 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

Popis souboru: application/xml

Přístupová URL adresa: 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

Autoři: Igor Averbakh

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

Témata: 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

Popis souboru: application/xml

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

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

Autoři: Yu. V. Shul'zhenko A. A. Sosnovskii V. M. Aleksandrova a další

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

Témata: 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

Popis souboru: application/xml

Přístupová URL adresa: 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

Autoři: Han-Lin Li

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

Témata: 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

Popis souboru: application/xml

Přístupová URL adresa: 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

Autoři: Masao Fukushima

Zdroj: Mathematical Programming. 49:231-251

Témata: 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

Popis souboru: application/xml

Přístupová URL adresa: https://zbmath.org/8749
https://doi.org/10.1007/bf01588789

Asymptotic properties of penalized objective functions in regular mathematical programming problems

Autoři: A. Yu. Makieva S. K. Zavriev

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

Témata: 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

Popis souboru: application/xml

Přístupová URL adresa: 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

Autoři: Bingsheng He

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

Témata: 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

Popis souboru: application/xml

Přístupová URL adresa: https://link.springer.com/article/10.1007/BF01182323

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

Autoři: Masao Fukushima

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

Témata: 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

Popis souboru: application/xml

Přístupová URL adresa: https://zbmath.org/109131
https://doi.org/10.1007/bf00247655