In this paper we present a survey of generalizations of the celebrated Farkas’s lemma, starting from systems of linear inequalities to a broad variety of non-linear systems. We focus on the generalizations which are targeted towards applications in continuous optimization. We also briefly...

We consider the problem of optimal portfolio choice using the Conditional Value-at-Risk (CVaR) and Value-at-Risk (VaR) measures for a market consisting of n risky assets and a riskless asset and where short positions are allowed. When the distribution of returns of risky assets is unknown but...

The table placement problem consists in deciding how to seat the participants attending a social lunch or dinner so that the total social benefit of the event is maximum. Four different approaches are presented: a linear model, a bin-packing-based-approach, a quadratic assignment problem, and a...

Transit network design is a very important problem. In particular, it has a great influence on passenger satisfaction with the whole transit network system. The present research proposes a simulated annealing (SA) method for optimizing a transit network design. In the algorithm, the strategy to...

In this paper, we propose a new integer linear programming (ILP) formulation for solving a file transfer scheduling problem (FTSP), which is to minimize the overall time needed to transfer all files to their destinations for a given collection of various sized files in a computer network. Each...

We consider parametric equilibrium problems in metric spaces. Sufficient conditions for the Hölder calmness of solutions are established. We also study the Hölder well-posedness for equilibrium problems in metric spaces. Copyright Sociedad de Estadística e Investigación Operativa 2014

In the past years, a combinatorial method based on generating functions was introduced to compute Shapley–Shubik, Banzhaf and other indices for weighted majority games exactly and efficiently. In this paper, taking inspiration from what has already been done, in view of the efficiency of the...

In this paper, we consider discrete-time <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$N$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>N</mi> </math> </EquationSource> </InlineEquation>-person constrained stochastic games with discounted cost criteria. The state space is denumerable and the action space is a Borel set, while the cost functions are admitted to be unbounded from below and above. Under suitable conditions...</equationsource></equationsource></inlineequation>

In this paper, we propose a new general iterative scheme based on the viscosity approximation method for finding a common element of the set of solutions of the generalized mixed equilibrium problem and the set of all common fixed points of a finite family of nonexpansive semigroups. Then, we...

Beyond its mathematization, preference intensity is a relevant concept, more general than cardinal representable preference, and an according axiomatic definition is introduced, dispensing with the Archimedean assumption. Given a preference intensity, a uniform space (generating the order...