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...

While significant progress has been made, analytic research on principal-agent problems that seek closed-form solutions faces limitations due to tractability issues that arise because of the mathematical complexity of the problem. The principal must maximize expected utility subject to the...

Optimal control of dynamic econometric models has a wide variety of applications including economic policy relevant issues. There are several algorithms extending the basic case of a linear-quadratic optimization and taking nonlinearity and stochastics into account, but being still limited in a...

The conic model proposed by Davidon (1980) [Davidon, WC (1980). Conic approximations and collinear scalings for optimizers. SIAM Journal on Numerical Analysis, 17, 268–281.] is an extension of quadratic model incorporating more information than quadratic model. In this paper, we propose a...

In this paper we propose new efficient gradient schemes for two non-trivial classes of linear programming problems. These schemes are designed to compute approximate solutions withrelative accuracy . We prove that the upper complexity bound for both ln schemes is O( n m ln n) iterations of a...

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...