Search Results - subject_exact:"Dual optimization problem"

Growiec, Jakub - 2017

Pricing the generalized assignment problem

Drexl, Andreas; Jörnsten, Kurt O. - 2016

The generalized assignment problem (GAP) examines the maximum profit assignment of jobs to processors such that each job is assigned to precisely one processor subject to capacity restrictions on the processors. Due to the fact that the GAP is an NP-hard integer program dual prices are not...

Pricing the multiple-choice nested knapsack problem

Drexl, Andreas; Jörnsten, Kurt O. - 2016

The multiple-choice nested knapsack problem (MCKP) is a generalization of the ordinary knapsack problem, where the set of items is partitioned into classes. The binary choice of selecting an item is replaced by taking exactly one item out of each class of items. Due to the fact that the MCKP is...

Non-linear anonymous pricing combinatorial auctions

Drexl, Andreas; Jörnsten, Kurt O.; Knof, Diether - 2016

In combinatorial auctions the pricing problem is of main concern since it is the means by which the auctioneer signals the result of the auction to the participants. In order for the auction to be regarded as fair among the various participants the price signals should be such that a participant...

Column aggregation-based pricing combinatorial auctions

Drexl, Andreas; Jörnsten, Kurt O.; Knof, Diether - 2016

Combinatorial auctions permitting bids on bundles of items have been developed to remedy the exposure problem associated with single-item auctions. Given winning bundle prices a set of item prices is called market clearing or equilibrium if all the winning bids are greater than or equal and if...

Non-linear anonymous pricing in combinatorial auctions

Drexl, Andreas; Jörnsten, Kurt O.; Knof, Diether - 2016

GenSVM: a generalized multiclass support vector machine

Burgy, G. J. J. van den; Groenenz, P. J. F. - 2015

Eisenberg's duality in homogeneous programming, Shephard's duality and economic analysis

Fujimoto, Takao; Perera, B. B. Upeksha P. - In: Metroeconomica : international review of economics 68 (2017) 4, pp. 816-832

Asymptotic theory of transaction costs

Schachermayer, Walter - 2017

Common mistakes in computing the nucleolus

Guajardo, Mario; Jörnsten, Kurt O. - 2014

Quasi-linear integrability

Nocke, Volker; Schutz, Nicolas - 2016

Pricing of decision making units under non-constant returns to scale

Färe, Rolf; Zelenyuk, Valentin - 2013

Scale efficiency and homotheticity : equivalence of primal and dual measures

Zelenyuk, Valentin - 2013

A scale elasticity measure for directional distance function and its dual : theory and DEA estimation

Zelenyuk, Valentin - 2012

Projection : a unified approach to semi-infinite linear programs and duality in convex programming

Basu, Amitabh; Martin, Kipp; Ryan, Christopher Thomas - In: Mathematics of operations research 40 (2015) 1, pp. 146-170

Scale efficiency : equivalence of primal and dual measures

Zelenyuk, Valentin - 2011

A scale elasticity measure for directional distance function and its dual

Zelenyuk, Valentin - 2011

Design and operations of gas transmission networks

Babonneau, Frédéric; Nesterov, Jurij Evgenʹevič; … - 2009

Evaluating food retailers using dual elasticities of substitution

Park, Timothy A.; Sauer, Johannes - In: Journal of productivity analysis 39 (2013) 2, pp. 111-122

A unifying framework for duality and modeling in robust linear programs

Soyster, Allen L.; Murphy, Frederic H. - In: Omega : the international journal of management science 41 (2013) 6, pp. 984-997

Dual optimization problem on defaultable claims

Goutte, Stéphane; Ngoupeyou, Armand - In: Mathematical economics letters 1 (2013) 2/4, pp. 47-54

The benefit function approach to modeling price-dependent demand systems : an application of duality theory

McLaren, Keith Robert (contributor); … - 2008

Dual theory of choice with multivariate risks

Galichon, Alfred; Henry, Marc - In: Journal of economic theory 147 (2012) 4, pp. 1501-1516

Fear of loss, inframodularity, and transfers

Müller, Alfred; Scarsini, Marco - In: Journal of economic theory 147 (2012) 4, pp. 1490-1500

Recursive methods for incentive problems

Messner, Matthias; Pavoni, Nicola; Sleet, Christopher - In: Review of economic dynamics 15 (2012) 4, pp. 501-525

Comparative dynamics in stochastic models with respect to the L ∞ - L ∞ duality : a differential approach

Sato, Kenji; Yano, Makoto - In: Macroeconomic dynamics 16 (2012), pp. 127-138

Estimation of cost inefficiency in panel data models with firm specific and sub-company specific effects

Smith, Andrew S. J.; Wheat, Phill - In: Journal of productivity analysis 37 (2012) 1, pp. 27-40

A dual measure of correlation between the Solow residual and output growth

Liu, Dandan; Li, Rui; Tan, Jijun - In: Journal of productivity analysis 37 (2012) 1, pp. 17-25

Expenditure elasticities of the demand for leisure services

Pawlowski, Tim; Breuer, Christoph - In: Applied economics 44 (2012) 25/27, pp. 3461-3477

Column aggregation-based pricing combinatorial auctions

Drexl, Andreas; Jörnsten, Kurt O.; Knof, Diether - 2007

Effective global regularity and empirical modeling of direct, inverse and mixed demand systems

McLaren, Keith Robert; Wong, K. K. Gary - 2007

Empirical copulas for CDO tranche priding using relaltive entropy

Dempster, Michael A. H. (contributor); … - 2007

Possibility theorems on reswitching of techniques and the related issues of price variations

Aruka, Yūji - In: Complexities of production and interacting human behaviour, (pp. 67-111). 2011

Dvojstvennostʹ Monža-Kantoroviča i ee primenenie v teorii poleznosti

Levin, Vladimir L. - In: Ekonomika i matematičeskie metody 47 (2011) 4, pp. 143-165

Multivariate utility maximization with proportional transaction costs

Campi, Luciano; Owen, Mark P. - In: Finance and stochastics 15 (2011) 3, pp. 461-499

Modeling non-monotone risk aversion using SAHARA utility functions

Chen, An; Pelsser, Antoon André Jean; Vellekoop, Michel - In: Journal of economic theory 146 (2011) 5, pp. 2075-7092

Duality of weakly disposable technology

Kuosmanen, Timo; Matin, Reza Kazemi - In: Omega : the international journal of management science 39 (2011) 5, pp. 504-512

Imputing missing information in the estimation of production functions and systems

Moss, Charles B.; Mishra, Ashok K. - In: American journal of agricultural economics 93 (2011) 2, pp. 619-626

Portfolio choice via quantiles

He, Xue Dong; Zhou, Xun Yu - In: Mathematical finance : an international journal of … 21 (2011) 2, pp. 203-231

Efficient hedging of European options with robust convex loss functionals : a dual-representation formula

Hernández-Hernández, Daniel; Treviño Aguilar, Erick - In: Mathematical finance : an international journal of … 21 (2011) 1, pp. 99-115

Non-linear anonymous pricing in combinatorial auctions

Drexl, Andreas; Jörnsten, Kurt O.; Knof, Diether - 2005

Optimal investments for risk- and ambiguity-averse preferences : a duality approach

Schied, Alexander (contributor) - 2005

Ambiguity, also called Knightian or model uncertainty, is a key feature in financial modeling. A recent paper by Maccheroni et al. (2004) characterizes investor preferences under aversion against both risk and ambiguity. Their result shows that these preferences can be numerically represented in...

Constrained portfolio optimization

Müller, Stephan - 2005

The thesis considers an investor's problem of optimal consumption and portfolio choice in a financial market. The model used for the financial market is the semimartingales model. The thesis shows that an optimal solution to this problem exists, even if the investor is contrained in the...

Duality theory for variable costs in joint production

LaFrance, Jeffrey T.; Pope, Ruflon D. - In: American journal of agricultural economics 92 (2010) 3, pp. 755-762

Conjugate duality in convex optimization

Boţ, Radu Ioan - 2010

A primal-dual method for linear programming problems with fuzzy variables

Ebrahimnejad, A. (contributor); … - In: European journal of industrial engineering : EJIE 4 (2010) 2, pp. 189-209

Zur Interpretation der Dualvariable der Mindestzielfunktionswertrestriktion im Zustandsgrenzpreismodell

Mirschel, Stefan (contributor); Lerm, Michael (contributor) - 2004

Duality of the improved algebraic method (DIAM)

Dalalah, Doraid; Lev, Benjamin - In: Omega : the international journal of management science 37 (2009) 5, pp. 1027-1035

The benefit function approach to modelling price-dependent demand systems : an application of duality theory

McLaren, Keith Robert; Wong, K. K. Gary - In: American journal of agricultural economics 91 (2009) 4, pp. 1110-1123

Duality theory and organizing forms in change management

Graetz, Fiona; Smith, Aaron C. T. - In: Journal of change management : an international journal 9 (2009) 1, pp. 9-25