Search Results - subject:"convex programming"

A linear programming based algorithm to solve a class of optimization problems with a multi-linear objective function and affine constraints

Charkhgard, Hadi; Savelsbergh, Martin W. P.; Talebian, … - In: Computers & operations research : and their … 89 (2018), pp. 17-30

Persistent link: https://www.econbiz.de/10011755078

Characterizations of weakly sharp solutions for a variational inequality with a pseudomonotone mapping

Wu, Zili - In: European journal of operational research : EJOR 265 (2018) 2, pp. 448-453

Persistent link: https://www.econbiz.de/10011811396

Expected shortfall : heuristics and certificates

Ramponi, Federico Alessandro; Campi, Marco C. - In: European journal of operational research : EJOR 267 (2018) 3, pp. 1003-1013

Persistent link: https://www.econbiz.de/10011812858

Constraint qualifications for convex optimization without convexity of constraints : new connections and applications to best approximation

Chieu, N. H.; Jeyakumar, Vaithilingam; Li, Guoyin; … - In: European journal of operational research : EJOR 265 (2018) 1, pp. 19-25

Persistent link: https://www.econbiz.de/10011805281

The general hyperbolic frontier model : establishing fair output levels via parametric DEA

Silva, Rodrigo Cesar da; Milioni, Armando Zeferino; … - In: Journal of the Operational Research Society 69 (2018) 6, pp. 946-958

Persistent link: https://www.econbiz.de/10012226405

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/10010684359