Results 51 to 60 of about 436 (146)
DEA Problems under Geometrical or Probability Uncertainties of Sample Data [PDF]
This paper discusses the theoretical and practical aspects of new methods for solving DEA problems under real-life geometrical uncertainty and probability uncertainty of sample data.
Althaler, Karl S., Slavova, Tatjana
core
Optimization of Risk Measures [PDF]
We consider optimization problems involving coherent risk measures. We derive necessary and sufficient conditions of optimality for these problems, and we discuss the nature of the nonanticipativity constraints.
Andrzej Ruszczynski, Alexander Shapiro
core
Idempotent structures in optimization [PDF]
, 2001 Consider the set A = R ∪ {+∞} with the binary operations o1 = max and o2 = + and denote by An the set of vectors v = (v1,...,vn) with entries in A. Let the generalised sum u o1 v of two vectors denote the vector with entries uj o1 vj , and the product
Kolokoltsov, V. N. (Vasiliĭ Nikitich)
core +1 more source
On alternative theorems and necessary conditions for efficiency [PDF]
In this paper, we establish theorems of the alternative for a system described by inequalities, equalities and an inclusion, which are generalizations of Tucker's classical theorem of the alternative, and develop Kuhn-Tucker necessary conditions for ...
Do Van Luu, Manh-Hung Nguyen
core
, 1997 We introduce an optimization problem called a minimax program that is similar to a linear program, except that the addition operator is replaced in the constraint equations by the maximum operator.
P. A. Tucker, T. C. Hu
core
Quantifying the efficiency of price-only contracts in push supply chains over demand distributions of known supports [PDF]
, 2013 In this paper, we quantify the efficiency of price-only contracts in supply chains with demand distributions by imposing prior knowledge only on the support, namely, those distributions with support [a, b] for 0 < a
Xu, Dachuan, Chen, Bo, Du, Donglei
core +1 more source
The global convergence properties of an adaptive QP-free method without a penalty function or a filter for minimax optimization. [PDF]
PLoS One, 2023 Su K, Liu S, Lu W.
europepmc +1 more source
A new algorithm for generalized fractional programs [PDF]
A new dual problem for convex generalized fractional programs with no duality gap is presented and it is shown how this dual problem can be efficiently solved using a parametric approach. The resulting algorithm can be seen as “dual†to the Dinkelbach-
Schaible, S. +3 more
core +1 more source
Entropic Regularization Approach for Mathematical Programs with Equilibrium Constraints [PDF]
A new smoothing approach based on entropic perturbationis proposed for solving mathematical programs withequilibrium constraints. Some of the desirableproperties of the smoothing function are shown.
Han, J., Birbil, S.I., Fang, S-C.
core +1 more source