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Analytic decision rules for financial stochastic programs
Siegmann, Adriaan Hendrik; Lucas, André - 2000
Persistent link: https://www.econbiz.de/10001477415
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On a wide region of centers and primal-dual interior point algorithms for linear programming
Sturm, Jos F.; Zhang, Shuzhong - 1995
Persistent link: https://www.econbiz.de/10000913127
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An algorithm for single-item capacitated economic lot sizing with piecewise linear production costs and general holding costs
Shaw, Dong X.; Wagelmans, Albert P. M. - 1995
Persistent link: https://www.econbiz.de/10000915459
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An algorithm for the construction of convex hulls in simple integer recourse programming
Klein Haneveld, Willem K.; Stougie, Leendert; Vlerk, … - 1995
Persistent link: https://www.econbiz.de/10000915610
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Optimizing a general optimal replacement model by fractional programming techniques
Barros, A. I. (contributor) - 1995
Persistent link: https://www.econbiz.de/10000922214
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An interior point method, based on rank-one updates, for linear programming
Sturm, Jos F.; Zhang, Shuzhong - 1995
Persistent link: https://www.econbiz.de/10000922218
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Solving stochastic programs with complete integer recourse : a framework using Gröbner bases
Schultz, Rüdiger; Stougie, Leendert; Vlerk, Maarten H. … - 1995
Persistent link: https://www.econbiz.de/10000922337
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Symmetric primal-dual path following algorithms for semidefinite programming
Sturm, Jos F.; Zhang, Shuzhong - 1995
Persistent link: https://www.econbiz.de/10000924243
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Fenchel duality and continuous location
Frenk, Johannes G.; Kleijn, Marcel J. - 1995
Persistent link: https://www.econbiz.de/10000902082
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A dual and interior point approach to solve convex min-max problems
Sturm, Jos F. - 1995
Persistent link: https://www.econbiz.de/10000904880