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1-8 of 8 reviews |
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Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints
Noyan N., Ruszczyński A. Mathematical Programming: Series A 114(2): 249-275, 2008. Type: Article
A typical example of a stochastic constraint problem is that of modeling portfolio optimization under the assumption that the portfolio return stochastically dominates a reference return, such as an index. This paper describes ways in ...
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Dec 22 2008 |
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Large-scale semidefinite programs in electronic structure calculation
Fukuda M., Braams B., Nakata M., Overton M., Percus J., Yamashita M., Zhao Z. Mathematical Programming: Series A 109(2): 553-580, 2007. Type: Article
The use of optimization techniques for solving electronic structure problems is dealt with in this paper. This is an excellent paper, and demonstrates the use of advanced methods in numerical optimization in state-of-the-art applicatio...
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Nov 15 2007 |
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Finding the t-join structure of graphs
Sebö A. Mathematical Programming: Series A 36(2): 123-134, 1986. Type: Article
This is a theoretical research paper of interest for experts in graph algorithms, particularly matching and postman tours. Its goal is to give a new setting for, or to revisit, such classics as the Chinese postman problem as originally...
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Sep 1 1988 |
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A convergence theorem of Rosen’s gradient projection method
Du D. (ed), Zhang X. Mathematical Programming: Series A 36(2): 135-144, 1986. Type: Article
As suggested by the title, this paper provides a proof that Rosen’s gradient projection algorithm for solving linearly constrained optimization problems converges to a solution. Since the publication of Rosen’s algo...
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Jul 1 1988 |
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Symmetric minimum-norm updates for use in Gibbs free energy calculations
Salane D. Mathematical Programming: Series A 36(2): 145-156, 1986. Type: Article
This paper deals with the numerical solution of a difficult class of problems that arise in chemical and phase equilibria. These problems involve the minimization of the Gibbs free energy subject to linear constraints. These constrai...
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Jun 1 1988 |
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On projected Newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
Gill P., Murray W., Saunders M., Tomlin J., Wright M. (ed) Mathematical Programming: Series A 36(2): 183-209, 1986. Type: Article
The authors develop a nonlinear interior method for linear programming problems based on a barrier approach for handling nonnegativity constraints. Details on the particular implementation of their method with which they have experimen...
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May 1 1988 |
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A variation on Karmarkar’s algorithm for solving linear programming problems
Barnes E. Mathematical Programming: Series A 36(2): 174-182, 1986. Type: Article
This paper describes a variation on Karmarkar’s algorithm [1] for the linear programming problem:...
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May 1 1988 |
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Piecewise-linear programming: The compact (CPLP) algorithm
Premoli A. Mathematical Programming: Series A 36(2): 210-227, 1986. Type: Article
A compact algorithm is presented for solving the convex piecewise-linear programming problem using a separable piecewise-linear objective function and linear constraints....
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Mar 1 1988 |
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