Search Results - subject:"Optimality conditions"

Nonlinear-programming reformulation of the order-value optimization problem

Andreani, R.; Dunder, C.; Martínez, J. - In: Mathematical Methods of Operations Research 61 (2005) 3, pp. 365-384

uncertainty and by robust estimation. New optimality conditions for this nonsmooth optimization problem are derived. An equivalent …

Persistent link: https://www.econbiz.de/10010999961

Generalized derivatives and nonsmooth optimization, a finite dimensional tour

Dutta, Joydeep - In: TOP: An Official Journal of the Spanish Society of … 13 (2005) 2, pp. 185-279

Persistent link: https://www.econbiz.de/10005598380

Numerical Procedure for Calibration of Volatility with American Options

Achdou, Yves; Pironneau, Olivier - In: Applied Mathematical Finance 12 (2005) 3, pp. 201-241

regularization terms is used. Necessary optimality conditions involving adjoint states are given and the differentiability of the …

Persistent link: https://www.econbiz.de/10009279097

On arcwise connected convex set values mappings

TORRE, Davide LA - Dipartimento di Economia, Management e Metodi … - 2004

In this paper a notion of arcwise connected convex set valued mapping is introduced. Optimality conditions involving …

Persistent link: https://www.econbiz.de/10005007349

Characterizations of convex vector functions and optimization by mollified derivatives

TORRE, Davide LA - Dipartimento di Economia, Management e Metodi … - 2004

Necessary and sufficient optimality conditions for nonsmooth multiobjective optimization problems and characterizations …

Persistent link: https://www.econbiz.de/10005007372

Optimization Under First Order Stochastic Dominance Constraints

Dentcheva, Darinka; Ruszczynski, Andrzej - EconWPA - 2004

We consider stochastic optimization problems involving stochastic dominance constraints of first order, also called stochastic ordering constraints. They are equivalent to a continuum of probabilistic constraints or chance constraints. We develop first order necessary and sufficient conditions...

Persistent link: https://www.econbiz.de/10005556746

On C^(1,1) constrained optimation problems

Torre, Davide La; Rocca, Matteo - Dipartimento di Economia, Management e Metodi … - 2003

Many definitions of second order generalized derivatives have been introduced to obtain optimality conditions for … necessary and sufficient optimality conditions for constrained optimization problems. From these conditions one can easily …

Persistent link: https://www.econbiz.de/10005007178

K-epiderivatives for set-valued functions and optimization

Bigi, Giancarlo; Castellani, Marco - In: The Annals of Regional Science 55 (2002) 3, pp. 401-412

a quite general scheme for necesary optimality conditions in set-valued problems. Copyright Springer-Verlag Berlin …

Persistent link: https://www.econbiz.de/10010845636

Multiset graph partitioning

Hager, William W.; Krylyuk, Yaroslav - In: Computational Statistics 55 (2002) 1, pp. 1-10

Local optimality conditions are given for a quadratic programming formulation of the multiset graph partitioning …

Persistent link: https://www.econbiz.de/10010847601

K-epiderivatives for set-valued functions and optimization

Bigi, Giancarlo; Castellani, Marco - In: Computational Statistics 55 (2002) 3, pp. 401-412

a quite general scheme for necesary optimality conditions in set-valued problems. Copyright Springer-Verlag Berlin …

Persistent link: https://www.econbiz.de/10010847697

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