Showing 1 - 10 of 20
We present a new result on the asymptotic behavior of non-autonomous subgradient evolution equations.
Persistent link: https://www.econbiz.de/10005478369
Stochastic programs inevitably get huge if they are to model real life problems accurately. Nowadays only massive parallel machines can solve them but at a cost few decision makers can afford. We report hereon a deterministic equivalent linear programming model of 1,111,112 constraints and...
Persistent link: https://www.econbiz.de/10005478994
In this paper we give an overview of the mostimportant characteristics of advanced implementations of interior point methods.
Persistent link: https://www.econbiz.de/10005479001
Galois connections (or residuated mapping) are of growing interest in various domains related with or relevant from Classification. Among their many uses, we select some topics related with modelization and aggregation of dissimilarities and conceptual classification. We partially revist them in...
Persistent link: https://www.econbiz.de/10005663601
In this paper we present several "infeasible-start" path-following and potential-reduction primal-dual interior-point methods for non-linear conic problems. These methods try to find a recession direction of the feasible set of a self-dual homogeneous primal-dual problem.
Persistent link: https://www.econbiz.de/10005669252
This paper addresses the issues involved with an interior point-based decomposition applied to the solution of linear programs with a block-angular structure. Unlike classicla decomposition schemes that use the simplex method to solve subproblems, the approach presented in this paper employs a...
Persistent link: https://www.econbiz.de/10005669369
In this note we address the problem of constructing dominating sets for problems whose objective is a componentwise nondecreasing function of (possibly an infinite number of) convex functions, and we show how to obtain a convex dominating set in terms of dominating sets of simpler problems.
Persistent link: https://www.econbiz.de/10005775816
This paper solves the pure consumption Grossman model numerically following dynamic programming method, and undertakes sensitivity analysis of the optimal length of life. This is the first analysis that treats the determination of optimal length of life explicitly with numerical analysis.
Persistent link: https://www.econbiz.de/10005780326
In this paper we propose two exact algorithms for solving both two-staged and three-staged unconstrained (un) weighted cutting problems. The two-staged problem is solved by applying a dynamic programming procedure originally developed by Gilmore and Gomory [10]. The three-staged problem is...
Persistent link: https://www.econbiz.de/10005630625
This paper adapts to the case of impulse and hybrid control systems the results obtained bu Aubin, Bicchi and Pancanti on "detectability" of solutions of usual control systems.
Persistent link: https://www.econbiz.de/10005630627