Search Results - subject:"Nonlinear Programming"

An Elementary Proof of the Fritz-John and Karush-Kuhn-Tucker Conditions in Nonlinear Programming

Birbil, Birbil, S.I.; Frenk, Frenk, J.B.G.; Still, G.J. - Erasmus Research Institute of Management (ERIM), … - 2005

In this note we give an elementary proof of the Fritz-John and Karush-Kuhn-Tucker conditions for nonlinear finite dimensional programming problems with equality and/or inequality constraints. The proof avoids the implicit function theorem usually applied when dealing with equality constraints...

Persistent link: https://www.econbiz.de/10010731108

An elementary proof of the Fritz-John and Karush-Kuhn-Tucker conditions in nonlinear programming

Birbil, Birbil, S.I.; Frenk, Frenk, J.B.G.; Still, G.J. - Faculteit der Economische Wetenschappen, Erasmus … - 2005

In this note we give an elementary proof of the Fritz-John and Karush-Kuhn-Tucker conditions for nonlinear finite dimensional programming problems with equality and/or inequality constraints.The proof avoids the implicit function theorem usually applied when dealing with equality constraints and...

Persistent link: https://www.econbiz.de/10010731568

Fractional programming

Frenk, Johannes G. (contributor); … - 2004 - [Elektronische Ressource]

approach. 1 Introduction. In various applications of nonlinear programming a ratio of two functions is to be maximized or … finite-valued positive function on A×B, consider the min- max nonlinear programming problem infx∈B supy∈A f(y,x)g(y,x). (P … applications more than one ratio appears in the objective function. One form of such an optimization problem is the nonlinear …

Persistent link: https://www.econbiz.de/10002208308

Nonlinear pricing under a balanced-budget requirement : the two-type case

Andersson, Tommy (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002346304

Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation

Düring, Bertram (contributor); Fourni, Michel (contributor) - 2004

A high-order compact finite difference scheme for a fully nonlinear parabolic differential equation is analyzed. The equation arises in the modeling of option prices in financial markets with transaction costs. It is shown that the finite difference solution converges locally uniformly to the...

Persistent link: https://www.econbiz.de/10002527950

Multi-dimensional transitional dynamics : a simple numerical procedure

Trimborn, Timo; Koch, Karl-Josef; Steger, Thomas M. - 2004 - This version: March 2005

We propose the relaxation algorithm as a simple and powerful method for simulating the transition process in growth models. This method has a number of important advantages: (1) It can easily deal with a wide range of dynamic systems including multi-dimensional systems with stable eigenvalues...

Persistent link: https://www.econbiz.de/10002521532

Nichtlineare Optimierung

Ulbrich, Michael - 2012

Persistent link: https://www.econbiz.de/10009617248

Re-entrant lines with unreliable asynchronous machines and finite buffers : performance approximation and bottleneck identification

Liu, Yang; Li, Jingshan; Chiang, Shu-yin - In: International journal of production research 50 (2012) 4, pp. 977-990

Persistent link: https://www.econbiz.de/10009550213

Embedding risk attitudes in a scheduling model : application to the study of commuting departure time

Li, Zheng; Tirachini, Alejandro; Hensher, David A. - In: Transportation science : a journal of the Institute for … 46 (2012) 2, pp. 170-188

Persistent link: https://www.econbiz.de/10010218808

Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment Under Limited Resources

Chiarolla, Maria B. - 2012

In this paper we study a continuous time, optimal stochastic investment problem under limited resources in a market with N firms. The investment processes are subject to a time-dependent stochastic constraint. Rather than using a dynamic programming approach, we exploit the concavity of the...

Persistent link: https://www.econbiz.de/10013108812