Search Results - subject:"optimality condition"

Sequential optimality conditions for cardinality-constrained optimization problems with applications

Kanzow, Christian; Raharja, Andreas B.; Schwartz, Alexandra - In: Computational Optimization and Applications 80 (2021) 1, pp. 185-211

the problem was proposed. Following this approach, we derive a problem-tailored sequential optimality condition, which is …) multiplier penalty method applied directly to the reformulated problem also satisfies the optimality condition. These results are …

Persistent link: https://www.econbiz.de/10014501409

The classical newsvendor model under normal demand with large coefficients of variation

Halkos, George; Kevork, Ilias - Volkswirtschaftliche Fakultät, … - 2012

, the standard optimality condition does not hold. Particularly, we show that the probability not to have stock-out during …

Persistent link: https://www.econbiz.de/10011112212

Statistical testing of optimality conditions in multiresponse simulation-based optimization

Bettonvil, Bert (contributor); … - 2007 - Rev. version

Persistent link: https://www.econbiz.de/10003656741

An easy derivation of the order optimality condition for inventory systems with backordering

Teunter, R.H.; Dekker, R. - Erasmus University Rotterdam, Econometric Institute - 2001

driven by any discrete process. Order lead times may be stochastic and orders are allowed to cross. The optimality condition …

Persistent link: https://www.econbiz.de/10004972194

An easy derivation of the order optimality condition for inventory systems with backordering

Dekker, Rommert; Teunter, Teunter, R.H. - Faculteit der Economische Wetenschappen, Erasmus … - 2001

driven by any discrete process. Order lead times may be stochastic and orders are allowed to cross. The optimality condition …

Persistent link: https://www.econbiz.de/10010837915