Search Results - subject:"Nonlinear programming"

Warehouse management : productivity improvement in automated storage and retrieval systems

Khojasteh-Ghamari, Yaghoub - In: Warehousing in global supply chain : advanced models, …, (pp. 233-260). 2012

Persistent link: https://www.econbiz.de/10009531524

A sequential order picking policy for shipping large numbers of small quantities of goods

Shiau, Jiun-yan - In: Warehousing in global supply chain : advanced models, …, (pp. 87-103). 2012

Persistent link: https://www.econbiz.de/10009531533

Optimality Conditions for Multi-Objective Linear Fractional Programming Problem with Homogeneous Constraints

Bhargava, Shifali; Agrawal, Abhishek - 2012

This paper presents an algorithm for solving a multi-objective linear fractional functional program when some of its constraints are homogeneous. It constructs a transformation matrix which transforms the given problem into another multiobjective linear fractional functional program, but with...

Persistent link: https://www.econbiz.de/10014168098

Multi-dimensional transitional dynamics : a simple numerical procedure

Trimborn, Timo; Koch, Karl-Josef; Steger, Thomas M. - 2004 - This version: March 2005

We propose the relaxation algorithm as a simple and powerful method for simulating the transition process in growth models. This method has a number of important advantages: (1) It can easily deal with a wide range of dynamic systems including multi-dimensional systems with stable eigenvalues...

Persistent link: https://www.econbiz.de/10002521532

Fractional programming

Frenk, Johannes G. (contributor); … - 2004 - [Elektronische Ressource]

approach. 1 Introduction. In various applications of nonlinear programming a ratio of two functions is to be maximized or … finite-valued positive function on A×B, consider the min- max nonlinear programming problem infx∈B supy∈A f(y,x)g(y,x). (P … applications more than one ratio appears in the objective function. One form of such an optimization problem is the nonlinear …

Persistent link: https://www.econbiz.de/10002208308

Nonlinear pricing under a balanced-budget requirement : the two-type case

Andersson, Tommy (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002346304

Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation

Düring, Bertram (contributor); Fourni, Michel (contributor) - 2004

A high-order compact finite difference scheme for a fully nonlinear parabolic differential equation is analyzed. The equation arises in the modeling of option prices in financial markets with transaction costs. It is shown that the finite difference solution converges locally uniformly to the...

Persistent link: https://www.econbiz.de/10002527950

Gradient Estimation Schemes for Noisy Functions

Brekelmans, Ruud; Den Hertog, Dick; Driessen, L.; … - Tilburg University, Center for Economic Research - 2003

.Good gradient estimation is e.g. important for nonlinear programming solvers.As an error criterion we take the norm of the …

Persistent link: https://www.econbiz.de/10011091661

Average Relaxations of Extremal Problems

Tsirlin, Anatoliy M.; Kazakov, Valdimir - Finance Discipline Group, Business School - 2003

In this paper extremal problems that include averaging operation in constraints and objective are considered. The relaxation caused by a replacement of a problem without averaging with a problem that includes averaging is formally defined and investigated. Canonical form for nolinear programming...

Persistent link: https://www.econbiz.de/10004984583

Gradient estimation schemes for noisy functions

Brekelmans, Ruud; Driessen, Lonneke; Hamers, Herbert; … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001773655