Search Results - subject:"Nonlinear programming"

Generation scheduling under a CO 2 emission reduction policy in the deregulated market

Tang, Lixin; Che, Ping - In: IEEE transactions on engineering management : EM 60 (2013) 2, pp. 386-397

Persistent link: https://www.econbiz.de/10009753770

Profitability of loyalty reward programs : an analytical investigation

Gandomi, Amir; Zolfaghari, Saeed - In: Omega : the international journal of management science 41 (2013) 4, pp. 797-807

Persistent link: https://www.econbiz.de/10009683786

Producing the tangency portfolio as a corner portfolio

Keykhaei, Reza; Jahandideh, Mohamad Taghi - In: RAIRO / Operations research 47 (2013) 3, pp. 311-320

Persistent link: https://www.econbiz.de/10010493375

Verteilungswirkungen anreizorientierter Sozialpolitik : das deutsche Rentenversicherungs- und Steuersystem in der Perspektive dynamischer Lebenszyklusmodelle

Grub, Martin - 2005

Drei große Reformenpakete und eine Reihe kleinerer Begleitmaßnahmen prägen das renten¬politische Erbe der rot-grünen Bundesregierung. Einerseits greifen sie Trends in der Reformpolitik seit Beginn der 90er Jahre auf. So verstärkt die Rentenstrukturreform 2001 beispielsweise die...

Persistent link: https://www.econbiz.de/10009433682

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

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

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

Conditions in Nonlinear Programming S.I. Birbil, J. B. G. Frenk and G. J. Still ERASMUS RESEARCH INSTITUTE OF … Keywords Nonlinear programming, Fritz-John conditions, Karush-Kuhn-Tucker conditions Availability The ERIM Report Series is … of the Fritz-John and Karush-Kuhn-Tucker Conditions in Nonlinear Programming S¸. ˙I. Birbil†, J. B. G. Frenk‡∗ and G. J …

Persistent link: https://www.econbiz.de/10005288633

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

Birbil, S.I.; Frenk, J.B.G.; Still, G.J. - Erasmus University Rotterdam, Econometric Institute - 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/10008584833

A Kolmogorov-Smirnov type test for positive quadrant dependence

Scaillet, Olivier (contributor) - 2005

Persistent link: https://www.econbiz.de/10002634905

Panel smooth transition regression models

González, Andrés (contributor); … - 2005

We develop a non-dynamic panel smooth transition regression model with fixed individual effects. The model is useful for describing heterogenous panels, with regression coefficients that vary across individuals and over time. Heterogeneity is allowed for by assuming that these coefficients are...

Persistent link: https://www.econbiz.de/10003073836