The robust optimization methodology is known as a popular method dealing with optimization problems with uncertain data and hard constraints. This methodology has been applied so far to various convex conic optimization problems where only their inequality constraints are subject to uncertainty....

Resource allocation is a relatively new research area in survey designs and has not been fully addressed in the literature. Recently, the declining participation rates and increasing survey costs have steered research interests towards resource planning. Survey organizations across the world are...

We propose a new nonmonotone filter method to promote global and fast local convergence for sequential quadratic programming algorithms. Our method uses two filters: a standard, global g-filter for global convergence, and a local nonmonotone l-filter that allows us to establish fast local...

In this paper, we consider a newsvendor problem commonly encountered in retail stores that cater to budget-sensitive shoppers. The newsvendor sells multiple products, and in addition to determining order quantities must also determine the selling price of each product sold. The demand for each...