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  • Search: subject:"relaxation methods"
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Year of publication
Subject
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Lagrangian relaxation methods 4 linear programming 4 Mathematical programming 3 Mathematische Optimierung 3 Theorie 3 Theory 3 approximate dynamic programming 3 network revenue management 3 C-stationarity 2 KKT-points 2 Abstract evolution systems 1 Asynchronous algorithms 1 Block relaxation methods 1 Business network 1 Correlation matrix 1 Dynamic programming 1 Dynamische Optimierung 1 Factor structure 1 Finanzmathematik 1 Global convergence 1 Inexact regularization methods 1 Inexact relaxation methods 1 Integerprogramming 1 M-stationarity 1 Majorization methods 1 Mathematical finance 1 Mathematical programs with complementarity constraints 1 Mathematical programs with equilibrium constraints 1 Multi-splitting 1 Numerical analysis 1 Optimal control 1 Partial differential equations 1 Relaxation methods 1 Revenue management 1 Revenue-Management 1 Stationary points 1 Unternehmensnetzwerk 1 Waveform relaxation methods 1 Weak stationarity 1 fleet size 1
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Online availability
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Undetermined 6 Free 1
Type of publication
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Article 8 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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Undetermined 6 English 4
Author
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Kunnumkal, Sumit 3 Kanzow, Christian 2 Schwartz, Alexandra 2 Talluri, Kalyan 2 Basu, Amitabh 1 De Loera, Jesús A. 1 Desrosiers, Jacques 1 El-Kyal, M. 1 Hante, Falk 1 Junod, Mark 1 Li, Qingna 1 Machmoum, A. 1 Qi, Houduo 1 Sager, Sebastian 1 Sauvé, Michel 1 Soumis, François 1 Talluri, Kalyan T. 1 Xiu, Naihua 1
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Institution
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Barcelona Graduate School of Economics (Barcelona GSE) 1 Department of Economics and Business, Universitat Pompeu Fabra 1
Published in...
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Computational Optimization and Applications 3 Mathematics of operations research 2 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 1 INFORMS journal on computing : JOC 1 Management Science 1 Mathematics and Computers in Simulation (MATCOM) 1 Working Papers / Barcelona Graduate School of Economics (Barcelona GSE) 1
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Source
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RePEc 7 ECONIS (ZBW) 3
Showing 1 - 10 of 10
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Equivalence of piecewise-linear approximation and Lagrangian relaxation for network revenue management
Kunnumkal, Sumit; Talluri, Kalyan - Department of Economics and Business, Universitat … - 2011
dynamic program to solve simpler dynamic programs (such as the Lagrangian relaxation methods). In this paper we show that …
Persistent link: https://www.econbiz.de/10009650740
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On a piecewise-linear approximation for network revenue management
Kunnumkal, Sumit; Talluri, Kalyan T. - In: Mathematics of operations research 41 (2016) 1, pp. 72-91
Persistent link: https://www.econbiz.de/10011448298
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The price of inexactness : convergence properties of relaxation methods for mathematical programs with complementarity constraints revisited
Kanzow, Christian; Schwartz, Alexandra - In: Mathematics of operations research 40 (2015) 2, pp. 253-275
Persistent link: https://www.econbiz.de/10011282714
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On Chubanov's method for linear programming
Basu, Amitabh; De Loera, Jesús A.; Junod, Mark - In: INFORMS journal on computing : JOC 26 (2014) 2, pp. 336-350
Persistent link: https://www.econbiz.de/10010362438
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Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints
Kanzow, Christian; Schwartz, Alexandra - In: Computational Optimization and Applications 59 (2014) 1, pp. 249-262
stationary point of the original MPEC in the limit t→0. For most relaxation methods, one can show that a C-stationary point is …-points? It turns out that most relaxation methods only get a weakly stationary point under this assumption, while in this paper …
Persistent link: https://www.econbiz.de/10010998351
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Relaxation methods for mixed-integer optimal control of partial differential equations
Hante, Falk; Sager, Sebastian - In: Computational Optimization and Applications 55 (2013) 1, pp. 197-225
We consider integer-restricted optimal control of systems governed by abstract semilinear evolution equations. This includes the problem of optimal control design for certain distributed parameter systems endowed with multiple actuators, where the task is to minimize costs associated with the...
Persistent link: https://www.econbiz.de/10010680663
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Block relaxation and majorization methods for the nearest correlation matrix with factor structure
Li, Qingna; Qi, Houduo; Xiu, Naihua - In: Computational Optimization and Applications 50 (2011) 2, pp. 327-349
Persistent link: https://www.econbiz.de/10009325281
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Equivalence of Piecewise-Linear Approximation and Lagrangian Relaxation for Network Revenue Management
Kunnumkal, Sumit; Talluri, Kalyan - Barcelona Graduate School of Economics (Barcelona GSE) - 2011
dynamic program to solve simpler dynamic programs (such as the Lagrangian relaxation methods). In this paper we show that …
Persistent link: https://www.econbiz.de/10010547475
Saved in:
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Superlinear convergence of asynchronous multi-splitting waveform relaxation methods applied to a system of nonlinear ordinary differential equations
El-Kyal, M.; Machmoum, A. - In: Mathematics and Computers in Simulation (MATCOM) 77 (2008) 2, pp. 179-188
We prove the superlinear convergence of asynchronous multi-splitting waveform relaxation (MSWR) methods applied to a system of nonlinear ordinary differential equations. This study is based on the technique of nested sets. It allows to specify the class of the convergence.
Persistent link: https://www.econbiz.de/10010749251
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Lagrangian Relaxation Methods for Solving the Minimum Fleet Size Multiple Traveling Salesman Problem with Time Windows
Desrosiers, Jacques; Sauvé, Michel; Soumis, François - In: Management Science 34 (1988) 8, pp. 1005-1022
We consider the problem of finding the minimum number of vehicles required to visit once a set of nodes subject to time window constraints, for a homogeneous fleet of vehicles located at a common depot. This problem can be formulated as a network flow problem with additional time constraints....
Persistent link: https://www.econbiz.de/10009214739
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