Search Results - subject:"infinite programming"

Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models

Luo, Fengqiao; Mehrotra, Sanjay - In: European journal of operational research : EJOR 278 (2019) 1, pp. 20-35

Persistent link: https://www.econbiz.de/10012102588

Strong Karush-Kuhn-Tucker optimality conditions for multiobjective semi-infinite programming via tangential subdifferential

Le Thanh Tung - In: RAIRO / Operations research 52 (2018) 4/5, pp. 1019-1041

Persistent link: https://www.econbiz.de/10011987258

Necessary conditions for nonsmooth multiobjective semi-infinite problems using Michel-Penot subdifferential

Caristi, Giuseppe; Ferrara, Massimiliano - In: Decisions in economics and finance : DEF ; a journal of … 40 (2017) 1/2, pp. 103-113

Persistent link: https://www.econbiz.de/10011997114

Generalized corner optimal solution for LSIP : existence and numerical computation

Liu, Yanqun - In: Top : transactions in operations research 24 (2016) 1, pp. 19-43

Persistent link: https://www.econbiz.de/10011670099

A reduction method for nonlinear semi-infinite programming based on an exact penalty technique

Mota, Alzira; Vaz, A. Ismael F. - In: International journal of business excellence 9 (2016) 3, pp. 348-363

Persistent link: https://www.econbiz.de/10011627255

On strong KKT type sufficient optimality conditions for nonsmooth multiobjective semi-infinite mathematical programming problems with equilibrium constraints

Pandey, Yogendra; Mishra, S. K. - In: Operations research letters 44 (2016) 1, pp. 148-151

Persistent link: https://www.econbiz.de/10011455595

Solving infinite-dimensional optimization problems by polynomial approximation

DEVOLDER, Olivier; GLINEUR, François; NESTEROV, Yurii - Center for Operations Research and Econometrics (CORE), … - 2010

In this paper, we solve a class of convex infinite-dimensional optimization problems using a numerical approximation method that does not rely on discretization. Instead, we restrict the decision variable to a sequence of finite-dimensional linear subspaces of the original infinite-dimensional...

Persistent link: https://www.econbiz.de/10008642212

Best linear near unbiased estimation for nonlinear signal models via semi-infinite programming approach

Ling, Bingo Wing-Kuen; Ho, Charlotte Yuk-Fan; Siu, Wan-Chi - In: Computational Statistics & Data Analysis 88 (2015) C, pp. 111-118

the best linear near unbiased estimation problem is actually a semi-infinite programming problem. Our recently developed … dual parameterization method is applied for solving the problem. Computer numerical simulation results show that the semi-infinite … programming approach outperforms the least squares approach. …

Persistent link: https://www.econbiz.de/10011264457

Solving air traffic conflict problems via local continuous optimization

Peyronne, Clément; Conn, Andrew R.; Mongeau, Marcel; … - In: European Journal of Operational Research 241 (2015) 2, pp. 502-512

This paper first introduces an original trajectory model using B-splines and a new semi-infinite programming …

Persistent link: https://www.econbiz.de/10011077632

A Semi-Infinite Programming based algorithm for determining T-optimum designs for model discrimination

Duarte, Belmiro P.M.; Wong, Weng Kee; Atkinson, Anthony C. - In: Journal of Multivariate Analysis 135 (2015) C, pp. 11-24

Semi-Infinite Programming (SIP) approach. The strategy requires that we first reformulate the original minimax or maximin …

Persistent link: https://www.econbiz.de/10011189576