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2006-03-13
17:31

2 p, 58.1 KB 		Author Index Volume 83
1998
Mathematical Programming. Elsevier, vol. 83 n. 3 (1998) p. 465-466  ;
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2006-03-13
17:31

24 p, 1.1 MB 		Solving stochastic programs with integer recourse by enumeration : A framework using Gröbner basis reductions / Schultz, Rüdiger ; Stougie, Leen ; van der Vlerk, Maarten H.
In this paper we present a framework for solving stochastic programs with complete integer recourse and discretely distributed right-hand side vector, using Gröbner basis methods from computational algebra to solve the numerous second-stage integer programs. [...]
1998
Mathematical Programming. Elsevier, vol. 83 n. 2 (1998) p. 229-252  ;
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2006-03-13
17:31

17 p, 563.6 KB 		Infeasible-interior-point paths for sufficient linear complementarity problems and their analyticity / Stoer, Josef ; Wechs, Martin
In this paper we study the behavior of infeasible-interior-point-paths for solving horizontal linear complementarity problems that are sufficient in the sense of Cottle et al. (R. W. Cottle, J. -S. [...]
1998
Mathematical Programming. Elsevier, vol. 83 n. 3 (1998) p. 407-423  ;
 Accés restringit a la UAB
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2006-03-13
17:31

59 p, 2.2 MB 		Discrete convex analysis / Murota, Kazuo
A theory of "discrete convex analysis" is developed for integer-valued functions defined on integer lattice points. The theory parallels the ordinary convex analysis, covering discrete analogues of the fundamental concepts such as conjugacy, subgradients, the Fenchel min-max duality, separation theorems and the Lagrange duality framework for convex/nonconvex optimization. [...]
1998
Mathematical Programming. Elsevier, vol. 83 n. 3 (1998) p. 313-371  ;
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2006-03-13
17:31

26 p, 871.8 KB 		A branch and bound method for stochastic global optimization / Norkin, Vladimir I. ; Pflug, Georg Ch. ; Ruszczynski, Andrzej
A stochastic branch and bound method for solving stochastic global optimization problems is proposed. As in the deterministic case, the feasible set is partitioned into compact subsets. To guide the partitioning process the method uses stochastic upper and lower estimates of the optimal value of the objective function in each subset. [...]
1998
Mathematical Programming. Elsevier, vol. 83 n. 3 (1998) p. 425-450  ;
 Accés restringit a la UAB
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2006-03-13
17:31

14 p, 488.8 KB 		Affine scaling algorithm fails for semidefinite programming / Muramatsu, Masakazu
In this paper, we introduce an affine scaling algorithm for semidefine programming (SDP), and give an example of a semidefinite program such that the affine scaling algorithm converges to a non-optimal point. [...]
1998
Mathematical Programming. Elsevier, vol. 83 n. 3 (1998) p. 393-406  ;
 Accés restringit a la UAB
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2006-03-13
17:31

14 p, 635.0 KB 		L-shaped decomposition of two-stage stochastic programs with integer recourse / Carøe, Claus C. ; Tind, Jørgen
We consider two-stage stochastic programming problems with integer recourse. The L-shaped method of stochastic linear programming is generalized to these problems by using generalized Benders decomposition. [...]
1998
Mathematical Programming. Elsevier, vol. 83 n. 3 (1998) p. 451-464  ;
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2006-03-13
17:31

14 p, 418.0 KB 		Location and shape of a rectangular facility in R^n. Convexity properties / Carrizosa, E. ; Muñoz-Márquez, M. ; Puerto, J.
In this paper we address a generalization of the Weber problem, in which we seek for the center and the shape of a rectangle (the facility) minimizing the average distance to a given set (the demand-set) which is not assumed to be finite. [...]
1998
Mathematical Programming. Elsevier, vol. 83 n. 2 (1998) p. 277-290  ;
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2006-03-13
17:31

14 p, 612.0 KB 		Perturbation analysis of a condition number for convex inequality systems and global error bounds for analytic systems / Sien, Deng
In this paper several types of perturbations on a convex inequality system are considered, and conditions are obtained for the system to be well-conditioned under these types of perturbations, where the well-conditionedness of a convex inequality system is defined in terms of the uniform boundedness of condition numbers under a set of perturbations. [...]
1998
Mathematical Programming. Elsevier, vol. 83 n. 2 (1998) p. 263-276  ;
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2006-03-13
17:31

27 p, 1.1 MB 		Merit functions for semi-definite complementarity problems / Tseng, Paul
Merit functions such as the gap function, the regularized gap function, the implicit Lagrangian, and the norm squared of the Fischer-Burmeister function have played an important role in the solution of complementarity problems defined over the cone of nonnegative real vectors. [...]
1998
Mathematical Programming. Elsevier, vol. 83 n. 2 (1998) p. 159-185  ;
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