Search Results - subject:"convex programming"

An improved two-step method for solving generalized Nash equilibrium problems

Han, Deren; Zhang, Hongchao; Qian, Gang; Xu, Lingling - In: European Journal of Operational Research 216 (2012) 3, pp. 613-623

The generalized Nash equilibrium problem (GNEP) is a noncooperative game in which the strategy set of each player, as well as his payoff function, depend on the rival players strategies. As a generalization of the standard Nash equilibrium problem (NEP), the GNEP has recently drawn much...

Persistent link: https://www.econbiz.de/10010574168

Algorithm for the Stochastic Generalized Transportation Problem

Anholcer, Marcin - In: Operations Research and Decisions 22 (2012)

The Equalization method for the Stochastic Generalized Transportation Problem is presented. The algorithm allows to find the optimal solution to the problem of minimizing the expected total cost in the Generalized Transportation Problem with random demand. It is shown that the method is...

Persistent link: https://www.econbiz.de/10010682923

Generalized weak sharp minima in cone-constrained convex optimization with applications

Luo, H.; Huang, X.; Peng, J. - In: Computational Optimization and Applications 53 (2012) 3, pp. 807-821

In this paper, we consider convex optimization problems with cone constraints (CPC in short). We study generalized weak sharp minima properties for (CPC) in the Banach space and Hilbert space settings, respectively. Some criteria and characterizations for the solution set to be a set of...

Persistent link: https://www.econbiz.de/10010600748

A Multi-Item Inventory Model With Joint Setup And Concave Production Costs

Bayindir, Bayindir, Z.P.; Birbil, Birbil, S.I.; Frenk, … - Erasmus Research Institute of Management (ERIM), … - 2004

The present paper discusses an approach to solve the joint replenishment problem in a production environment with concave production cost functions. Under this environment, the model leads to a global optimization problem, which is investigated by using some standard results from convex...

Persistent link: https://www.econbiz.de/10010731067

A Deterministic Inventory/Production Model with General Inventory Cost Rate Function and Concave Production Costs

Birbil, Birbil, S.I.; Frenk, Frenk, J.B.G.; Bayindir, … - Faculteit der Economische Wetenschappen, Erasmus … - 2004

We present a thorough analysis of the economic order quantity model with shortages under a general inventory cost rate function and concave production costs. By using some standard results from convex analysis, we show that the model exhibits a composite concave-convex structure. Consequently,...

Persistent link: https://www.econbiz.de/10010731642

A Deterministic Inventory/Production Model with General Inventory Cost Rate Function and Concave Production Costs

Birbil, Birbil, S.I.; Frenk, Frenk, J.B.G.; Bayindir, … - Erasmus Research Institute of Management (ERIM), … - 2004

Persistent link: https://www.econbiz.de/10010837523

A Multi-Item Inventory Model With Joint Setup And Concave Production Costs

Bayindir, Bayindir, Z.P.; Birbil, Birbil, S.I.; Frenk, … - Faculteit der Economische Wetenschappen, Erasmus … - 2004

Persistent link: https://www.econbiz.de/10010837784

A Multi-Item Inventory Model With Joint Setup And Concave Production Costs

Bayindir, Z.P.; Birbil, S.I.; Frenk, J.B.G. - Erasmus Research Institute of Management (ERIM), ERIM … - 2004

Setup, Lipschitz Optimization, Concave-Convex Programming A Multi-item Inventory Model with Joint Setup and Concave …, multi-item, concave production cost, joint setup, Lipschitz optimization, concave- convex programming 1 Introduction …, 6]. Contrary to the model in [2, 6], our analysis is not related to a special convex programming problem. It is in …

Persistent link: https://www.econbiz.de/10005795612

A Deterministic Inventory/Production Model with General Inventory Cost Rate Function and Concave Production Costs

Birbil, S.I.; Frenk, J.B.G.; Bayindir, Z.P. - Erasmus Research Institute of Management (ERIM), ERIM … - 2004

Inventory, general inventory cost function, concave production cost, concave-convex programming A Deterministic Inventory … convex programming problems. Therefore, it seems that we can use a standard convex programming solver. However, the objective … function of this convex programming problem involves the evaluation of an integral, which could be approximated by a numerical …

Persistent link: https://www.econbiz.de/10005288698

Branching on hyperplane methods for mixed integer linear and convex programming using adjoint lattices

Mehrotra, Sanjay; Li, Zhifeng - In: Journal of Global Optimization 49 (2011) 4, pp. 623-649

Persistent link: https://www.econbiz.de/10008925260