„optimization methods“

Suchergebnisse

9.856 Treffer

• Nonlinear 0–1 programming: II. Dominance relations and algorithms
  Balas, Egon ; Mazzola, Joseph B.
• Local and superlinear convergence for truncated iterated projections methods
  Steihaug, Trond
• Numerical experiments with the LANCELOT package (release A) for large-scale nonlinear optimization
  Conn, A. R. ; Gould, Nick ; Toint, Ph. L.
• Bayesian stopping rules for multistart global optimization methods
  Boender, C. G. E. ; Rinnooy Kan, A. H. G.
• On polyhedral extension of some LP theorems
  Akgül, Mustafa
• Duality and statistical tests of optimality for two stage stochastic programs
  Higle, Julia L. ; Sen, Suvrajeet
• Necessary and sufficient conditions in constrained optimization
  Hanson, M. A. ; Mond, B.
• Optimization problems with algebraic solutions: Quadratic fractional programs and ratio games
  Chandrasekaran, R. ; Tamir, A.
• A quadratically convergent method for minimizing a sum of euclidean norms
  Overton, Michael L.
• Partitions into odd chains
  Werra, D. de
• Nonlinear 0–1 programming: I. Linearization techniques
  Balas, Egon ; Mazzola, Joseph B.
• Conditions for convergence of trust region algorithms for nonsmooth optimization
  Yuan, Y.
• Complexity of some cutting plane methods that use analytic centers
  Kiwiel, Krzysztof C.
• A note on bicriterion programming
  Dyer, M. E. ; Walker, J.
• QN-like variable storage conjugate gradients
  Buckley, A. ; Lenir, A.
• Cut sharing for multistage stochastic linear programs with interstage dependency
  Infanger, Gerd ; Morton, David P.
• An algorithm based on a sequence of linear complementarity problems applied to a walrasian equilibrium model: An example
  Mathiesen, Lars
• On stationary equilibria of a single-controller stochastic game
  Filar, Jerzy A.
• A variational inequality approach for the determination of oligopolistic market equilibrium
  Harker, Patrick T.
• A quasi-second-order proximal bundle algorithm
  Mifflin, Robert