The policy graph decomposition of multistage stochastic programming problems
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DOI: 10.1002/net.21932
Abstract: Funding information We propose the policy graph as a structured way of formulating a general class of multistage stochastic programming problems in away that leads to a natural decomposition. We also propose an extension to… read more here.
Keywords: programming; stochastic programming; programming problems; multistage stochastic ... See more keywords
A variables neighborhood search algorithm for solving fuzzy quadratic programming problems using modified Kerre’s method
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DOI: 10.1007/s00500-019-03771-4
Abstract: To solve a fuzzy optimization problem, we need to compare fuzzy numbers. Here, we make use of our recently proposed modified Kerre’s method as an effective approach for comparison of LR fuzzy numbers. Using our… read more here.
Keywords: using modified; kerre method; programming problems; modified kerre ... See more keywords
Duality theory in Atanassov’s intuitionistic fuzzy mathematical programming problems: Optimistic, pessimistic and mixed approaches
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DOI: 10.1007/s10479-019-03229-8
Abstract: Linear programming problems in fuzzy environment have been investigated by many researchers in the recent years. Some researchers have solved these problems by using primal-dual method with linear and exponential membership functions. These membership functions… read more here.
Keywords: duality; membership functions; intuitionistic fuzzy; atanassov intuitionistic ... See more keywords
Perfect Duality in Solving Geometric Programming Problems Under Uncertainty
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DOI: 10.1007/s10957-017-1097-0
Abstract: We examine computational solutions to all of the geometric programming problems published in a recent paper in the Journal of Optimization Theory and Applications. We employed three implementations of published algorithms interchangeably to obtain “perfect… read more here.
Keywords: duality; duality solving; programming problems; geometric programming ... See more keywords
Metric Regularity of Quasidifferentiable Mappings and Optimality Conditions for Nonsmooth Mathematical Programming Problems
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DOI: 10.1007/s11228-019-00521-4
Abstract: This article is devoted to the analysis of necessary and/or sufficient conditions for metric regularity in terms of Demyanov-Rubinov-Polyakova quasidifferentials. We obtain new necessary and sufficient conditions for the local metric regularity of a multifunction… read more here.
Keywords: optimality conditions; optimality; programming problems; metric regularity ... See more keywords
Global algorithm for solving linear multiplicative programming problems
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DOI: 10.1007/s11590-018-1378-z
Abstract: This article presents a rectangular branch-and-bound algorithm with standard bisection rule for solving linear multiplicative problem (LMP). In this algorithm, a novel linear relaxation technique is presented for deriving the linear relaxation programming of problem… read more here.
Keywords: problem lmp; linear multiplicative; programming problems; solving linear ... See more keywords
Bi-level and Multi-Level Programming Problems: Taxonomy of Literature Review and Research Issues
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DOI: 10.1007/s11831-017-9216-5
Abstract: This paper presents taxonomy of detailed literature reviews on bi-level programming problems (BLPPs), multi-level programming problems (MLPPs) and associated research problems, while providing detail of solution techniques at the same time. In this taxonomy of… read more here.
Keywords: level programming; multi level; level; programming problems ... See more keywords
Application of Neural Network Models for Mathematical Programming Problems: A State of Art Review
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DOI: 10.1007/s11831-018-09309-5
Abstract: Artificial neural networks or neural networks (NN) are new computational models based on the working of biological neurons of human body. A NN model consists of an interactive system through which external or internal information… read more here.
Keywords: neural network; review; network models; programming problems ... See more keywords
On Semi-infinite Mathematical Programming Problems with Equilibrium Constraints Using Generalized Convexity
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DOI: 10.1007/s40305-019-00263-y
Abstract: In this paper, we consider semi-infinite mathematical programming problems with equilibrium constraints (SIMPPEC). By using the notion of convexificators, we establish sufficient optimality conditions for the SIMPPEC. We formulate Wolfe and Mond–Weir-type dual models for… read more here.
Keywords: problems equilibrium; mathematical programming; infinite mathematical; programming problems ... See more keywords
A proximal augmented method for semidefinite programming problems
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DOI: 10.1016/j.apnum.2021.07.007
Abstract: Abstract A proximal augmented method for solving semidefinite programs is introduced. This method is based on the Augmented Lagrangian method. We study the theoretical properties and show the convergence of the new approach under weaker… read more here.
Keywords: proximal augmented; programming problems; method semidefinite; semidefinite programming ... See more keywords
Generalized cutting plane method for solving nonlinear stochastic programming problems
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DOI: 10.1080/02331934.2019.1711081
Abstract: ABSTRACT A tiny subclass of minimum-type functions, called , is introduced. We show that abstract convex functions generated by and those generated by the whole class of minimum-type functions coincide. Other concepts from abstract convex… read more here.
Keywords: cutting plane; generalized cutting; plane method; programming problems ... See more keywords