Robust minimax optimization problems with applications (Nonlinear Analysis and Convex Analysis) [PDF]
, 2019 In this paper, we study the optimality conditions and duality in minimax programming problems in the face of data uncertainty. Following the robust optimization approach (worst-case approach), we formulate its robust counterpart of the minimax ...
Jiao, Liguo, Kim, Do Sang
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Certainty equivalence and model uncertainty [PDF]
Simon’s and Theil’s certainty equivalence property justifies a convenient algorithm for solving dynamic programming problems with quadratic objectives and linear transition laws: first, optimize under perfect foresight, then substitute optimal forecasts ...
Thomas J. Sargent, Lars Peter Hansen
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Use of operational research techniques for concrete mix design: A systematic review. [PDF]
Heliyon, 2023 Rosa AC, Hammad AWA, Boer D, Haddad A.
europepmc +1 more source
Approaches for solving some scheduling and routing problems
, 2009 We study approaches for finding good solutions, and lower bounds, for three difficult combinatorial optimisation problems.The supply ship travelling salesman problem is a simplification of a situation faced by a naval logistics coordinator who must ...
Drake, Andrew John
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Knowledge-driven learning, optimization, and experimental design under uncertainty for materials discovery. [PDF]
Patterns (N Y), 2023 Qian X +4 more
europepmc +1 more source
Characterizations of long-run producer optima and the short-runapproach to long-run market equilibrium: a general theory withapplications to peak-load pricing [PDF]
This is a new formal framework for the theory of competitive equilibrium and its applications.Our "short-run approach" means the calculation of long-run producer optimaand general equilibria from the short-run solutions to the producer's profit ...
Anthony Horsley, Andrew J Wrobel
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A guide to formulating fairness in an optimization model. [PDF]
Ann Oper Res, 2023 Xinying Chen V, Hooker JN.
europepmc +1 more source
Nonparametric frontier estimation from noisy data [PDF]
A new nonparametric estimator of production frontiers is defined and studied when the data set of production units is contaminated by measurement error. The measurement error is assumed to be an additive normal random variable on the input variable, but ...
FLORENS, Jean - Pierre +2 more
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, 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
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A new algorithm for generalized fractional programs
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
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