Search Results - subject:"Optimality conditions"

Вопросы согласования интересов в региональной иерархической модели сохранения природных ресурсов

ВАЛЕРЬЯНОВНА, ЗОЛОТОВА ТАТЬЯНА - In: Управление большими … (2009) 3, pp. 81-101

Рассмотрена двухуровневая иерархическая система с одним элементом верхнего уровня и n элементами нижнего уровня. Получены необходимые и достаточные условия...

Persistent link: https://www.econbiz.de/10011227029

On Generalized Constrained Optimization and Separation Theorems

Pellegrini, Letizia - Dipartimento di Scienze Economiche, Facoltà di Economia - 2009

In this paper a generalized format for a constrained extremum problem is considered. Subsequently, the paper investigates and deepens some aspects concerning the linear separation between two sets in the Euclidean space, that are a convex cone and a generic set. A condition equivalent to their...

Persistent link: https://www.econbiz.de/10008567776

Optimal reinsurance under risk and uncertainty

Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel; … - In: Insurance: Mathematics and Economics 60 (2015) C, pp. 61-74

This paper deals with the optimal reinsurance problem if both insurer and reinsurer are facing risk and uncertainty, though the classical uncertainty free case is also included. The insurer and reinsurer degrees of uncertainty do not have to be identical. The decision variable is not the...

Persistent link: https://www.econbiz.de/10011190005

Necessary optimality conditions for optimistic bilevel programming problems using set-valued programming

Dempe, Stephan; Pilecka, Maria - In: Journal of Global Optimization 61 (2015) 4, pp. 769-788

rules for this new tool are adapted and several properties are characterized. The main result presents optimality conditions …

Persistent link: https://www.econbiz.de/10011240891

Sufficient optimality criteria and duality for multiobjective variational control problems with <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$G$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>G</mi> </math> </EquationSource> </InlineEquation>-type I objective and constraint functions

Antczak, Tadeusz - In: Journal of Global Optimization 61 (2015) 4, pp. 695-720

optimization problems, we prove sufficient optimality conditions for weakly efficiency, efficiency and properly efficiency under …

Persistent link: https://www.econbiz.de/10011240894

On set-valued optimization problems with variable ordering structure

Durea, Marius; Strugariu, Radu; Tammer, Christiane - In: Journal of Global Optimization 61 (2015) 4, pp. 745-767

the objective multifunction. Necessary optimality conditions for the proposed problem are derived in terms of Bouligand …

Persistent link: https://www.econbiz.de/10011240896

Optimal reinsurance under risk and uncertainty

Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: Insurance / Mathematics & economics 60 (2015), pp. 61-74

Persistent link: https://www.econbiz.de/10010484830

Optimality conditions and duality for arcwise connected interval optimization problems

Wang, Haijun; Zhang, Ruifang - In: Opsearch : journal of the Operational Research Society … 52 (2015) 4, pp. 870-883

Persistent link: https://www.econbiz.de/10011446157

Convergence detection for optimization algorithms : approximate-KKT stopping criterion when Lagrange multipliers are not available

Haeser, Gabriel; Melo, Vinícius V. de - In: Operations research letters 43 (2015) 5, pp. 484-488

Persistent link: https://www.econbiz.de/10011386446

Sufficiency and duality for optimization problems involving interval-valued invex functions in parametric form

Jayswal, Anurag; Stancu-Minasian, Ioan; Banerjee, Jonaki; … - In: Operational research : an international journal 15 (2015) 1, pp. 137-161

Persistent link: https://www.econbiz.de/10011388364