A globally convergent algorithm based on the stabilized sequential quadratic programming (sSQP) method is presented in order to solve optimization problems with equality constraints and bounds. This formulation has attractive features in the sense that constraint qualifications are not needed at...

Loyalty programs, as a prevalent CRM strategy, aim to enhance customers’ loyalty and thereby increase a firm’s long-term profitability. Recent analytical and empirical studies demonstrate inconsistent findings on the efficacy of loyalty programs in fulfilling these goals. In this study, an...

In the analytic hierarchy process (AHP), Saaty's consistency index is performed to ensure that the preference information, provided in an individual judgement matrix, is neither random nor illogical. Based on the extension of Saaty's consistency index, this paper proposes a consensus index to...

We consider the problem of minimizing a smooth function over a feasible set defined as the Cartesian product of convex compact sets. We assume that the dimension of each factor set is huge, so we are interested in studying inexact block coordinate descent methods (possibly combined with column...

Robust optimization problems, which have uncertain data, are considered. We prove surrogate duality theorems for robust quasiconvex optimization problems and surrogate min–max duality theorems for robust convex optimization problems. We give necessary and sufficient constraint qualifications...

This paper addresses the discrete network design problem (DNDP) with multiple capacity levels, or multi-capacity DNDP for short, which determines the optimal number of lanes to add to each candidate link in a road network. We formulate the problem as a bi-level programming model, where the upper...