Search Results - subject:"Convex programming"

Constraint qualifications for convex optimization without convexity of constraints : new connections and applications to best approximation

Chieu, N. H.; Jeyakumar, Vaithilingam; Li, Guoyin; … - In: European journal of operational research : EJOR 265 (2018) 1, pp. 19-25

Persistent link: https://www.econbiz.de/10011805281

Characterizations of weakly sharp solutions for a variational inequality with a pseudomonotone mapping

Wu, Zili - In: European journal of operational research : EJOR 265 (2018) 2, pp. 448-453

Persistent link: https://www.econbiz.de/10011811396

Expected shortfall : heuristics and certificates

Ramponi, Federico Alessandro; Campi, Marco C. - In: European journal of operational research : EJOR 267 (2018) 3, pp. 1003-1013

Persistent link: https://www.econbiz.de/10011812858

Trade-off preservation in inverse multi-objective convex optimization

Chan, Timothy C. Y.; Lee, Taewoo - In: European journal of operational research : EJOR 270 (2018) 1, pp. 25-39

Persistent link: https://www.econbiz.de/10011868895

A Progressive Hedging based branch-and-bound algorithm for mixed-integer stochastic programs

Atakan, Semih; Sen, Suvrajeet - In: Computational Management Science : CMS 15 (2018) 3/4, pp. 501-540

Persistent link: https://www.econbiz.de/10011922992

Dual subgradient method with averaging for optimal resource allocation

Nesterov, Jurij Evgenʹevič; Shikhman, Vladimir - In: European journal of operational research : EJOR 270 (2018) 3, pp. 907-916

Persistent link: https://www.econbiz.de/10011882650

Characterization of the equivalence of robustification and regularization in linear and matrix regression

Bertsimas, Dimitris; Copenhaver, Martin S. - In: European journal of operational research : EJOR 270 (2018) 3, pp. 931-942

Persistent link: https://www.econbiz.de/10011882668

Algorithm for the Stochastic Generalized Transportation Problem

Anholcer, Marcin - In: Operations Research and Decisions 22 (2012)

The Equalization method for the Stochastic Generalized Transportation Problem is presented. The algorithm allows to find the optimal solution to the problem of minimizing the expected total cost in the Generalized Transportation Problem with random demand. It is shown that the method is...

Persistent link: https://www.econbiz.de/10010684359

Algorithm for the Stochastic Generalized Transportation Problem

Anholcer, Marcin - In: Operations Research and Decisions 4 (2012)

Persistent link: https://www.econbiz.de/10010684995

Algorithm for the Stochastic Generalized Transportation Problem

Anholcer, Marcin - In: Operations Research and Decisions 4 (2012), pp. 9-20

Persistent link: https://www.econbiz.de/10010711304