We consider the problem of minimizing a continuously differentiable function of several variables subject to simple bound constraints where some of the variables are restricted to take integer values. We assume that the first order derivatives of the objective function can be neither calculated...

The NP-hard nature of cardinality constrained mean-variance portfolio optimization problems has led to a number of different algorithms with varying degrees of success in reaching optimality given limited computational resources and under the presence of strict time constraints present in...

Operations research techniques have been used in the space industry since its infancy, and various competing methods and codes, with widely varying characteristics, have been used over time. This survey is intended to give an overview of current application cases of different operations research...

We consider a competitive version of the traditional aggregate production planning model with capacity constraints. In the general case, multiple products are produced by a few competing producers (oligopoly) with limited capacities. Production quantities, prices and consequently profits depend...

In this paper, we propose a strongly sub-feasible direction method for the solution of inequality constrained optimization problems whose objective functions are not necessarily differentiable. The algorithm combines the subgradient aggregation technique with the ideas of generalized cutting...