Showing 21 - 40 of 486

21

The Box Convolution and the Dilworth Truncation of Bisubmodular Functions: The box convolution and the Dilworth truncation of bisubmodular functions
Fujishige, Satoru ; Patkar, Sachin B.
Pacific Journal of Optimization.

box convolution Combinatorial optimizati... Dilworth truncation Polyhedral combinatorics... submodular functions bisubmodular functions
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22

Higher-Order Non-Symmetric Duality for Nondifferentiable Minimax Fractional Programs with Square Root Terms: Higher-order non-symmetric duality for nondifferentiable minimax fractional programs with square root terms
Vikas Sharma ; Sonali ; Navdeep Kailey
Acta Mathematica Scientia. 40:127-140

higher-order duality minimax programming \(B\)-\((p, r)\)-invexit... fractional programming nonlinear programming 0211 other engineering a...
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23

Modeling Defender-Attacker Problems as Robust Linear Programs with Mixed-Integer Uncertainty Sets: Modeling defender-attacker problems as robust linear programs with mixed-integer uncertainty sets
Juan S. Borrero ; Leonardo Lozano
INFORMS Journal on Computing.

bilevel optimization Frank-Wolfe algorithm 0209 industrial biotechn... Mixed integer programmin... defender attacker 0211 other engineering a...
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24

Robust equity portfolio performance
Frank J. Fabozzi ; Woo Chang Kim ; Do-Gyun Kwon ; et al.
Annals of Operations Research. 266:293-312

Portfolio theory U.S. equity market 0502 economics and busin... 05 social sciences 0211 other engineering a... Stochastic programming
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25

Recent advancements in robust optimization for investment management
Frank J. Fabozzi ; Jang Ho Kim ; Woo Chang Kim
Annals of Operations Research. 266:183-198

Portfolio theory investment management 0211 other engineering a... Stochastic programming robust optimization portfolio selection
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26

Minimum and maximum principle sufficiency properties for nonsmooth variational inequalities
Mohammad M. Alshahrani ; Suliman Al-Homidan ; Qamrul Hasan Ansari
Optimization Letters. 10:805-819

Nonlinear programming equilibrium problems 0211 other engineering a... gap functions error bounds 02 engineering and techn...
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27

Interactive minimax optimisation for integrated performance analysis and resource planning
Jian-Bo Yang ; Dong-Ling Xu
Yang, J B & Xu, D L 2014, 'Interactive minimax optimisation for integrated performance analysis and resource planning', Computers & Operations Research, vol. 46, pp. 78-90. https://doi.org/10.1016/j.cor.2014.01.002

interactive multiple obj... Management decision maki... 0211 other engineering a... 0202 electrical engineer... resource planning minimax reference point...
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28

The robustness of interval fuzzy matrices
Ján Plavka ; M. Molnárová ; Helena Myšková
Linear Algebra and its Applications. 438:3350-3364

algorithm Deterministic scheduling... interval matrices Interval and finite arit... Directed graphs (digraph... robustness
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29

Existence and uniqueness of solution for quasi-equilibrium problems and fixed point problems on complete metric spaces with applications
Lai-Jiu Lin ; Chih-Sheng Chuang
Journal of Global Optimization. 57:829-841

Programming in abstract... fixed point Banach limit nonlinear mappings minimax theorem mean
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30

Nonsmooth minimax programming under locally Lipschitz (Φ,ρ)-invexity: Nonsmooth minimax programming under locally Lipschitz \((\Phi , \rho )\)-invexity
Tadeusz Antczak
Applied Mathematics and Computation. 217:9606-9624

0211 other engineering a... 02 engineering and techn... Optimality conditions an... 0101 mathematics Minimax problems in math... nonsmooth minimax progra...
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31

Nondifferentiable Minimax Fractional Programming Problems with (C, α, ρ, d)-Convexity: Nondifferentiable minimax fractional programming problems with \((C, \alpha, \rho, d)\)-convexity
Altannar Chinchuluun ; D. H. Yuan ; X. L. Liu ; et al.
Journal of Optimization Theory and Applications. 129:185-199

sufficent conditions minimax fractional progr... 0211 other engineering a... duality theory 02 engineering and techn... Optimality conditions an...
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32

An interval portfolio selection problem based on regret function
GIOVE, Silvio ; FUNARI, Stefania ; NARDELLI C.
European Journal of Operational Research. 170:253-264

Uncertainty modelling Portfolio selection Interval analysis Minimax regret Portfolio theory 0211 other engineering a...
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33

Mond–Weir type second order symmetric duality in non-differentiable minimax mixed integer programming problems: Mond-Weir type second order symmetric duality in non-differentiable minimax mixed integer programming problems
Shashi Kant Mishra
European Journal of Operational Research. 170:355-362

Mixed integer programmin... minimax mixed integer 0211 other engineering a... 02 engineering and techn... 0101 mathematics Minimax problems in math...
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34

Equilibrium constrained optimization problems
Birbil, Ş. İlker ; Bouza, G. ; Frenk, J. B. G. ; et al.
European Journal of Operational Research. 169:1108-1127

Problems with complement... jel:C62 0211 other engineering a... 02 engineering and techn... jel:R4 Minimax problems in math...
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35

The minmax regret permutation flow-shop problem with two jobs
Igor Averbakh
European Journal of Operational Research. 169:761-766

Minmax regret optimizati... Deterministic scheduling... Scheduling 0211 other engineering a... 02 engineering and techn... Minimax problems in math...
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36

Locating two obnoxious facilities using the weighted maximin criterion
Arie Tamir
Operations Research Letters. 34:97-105

obnoxious facilities Discrete location and as... 0211 other engineering a... 0102 computer and inform... 02 engineering and techn... maximin criteria
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37

A minimax portfolio selection strategy with equilibrium
Shouyang Wang ; Xiaotie Deng ; Zhongfei Li
European Journal of Operational Research. 166:278-292

Other game-theoretic mod... Portfolio theory uncertainty modelling 8. Economic growth 0211 other engineering a... 0202 electrical engineer...
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38

Structure and complexity of extreme Nash equilibria
Gairing, M. ; Lücking, T. ; Mavronicolas, Marios ; et al.
Theoretical Computer Science
Theor.Comput.Sci.

Latency costs Approximation theory 0211 other engineering a... Random processes 0102 computer and inform... 02 engineering and techn...
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39

Berge equilibrium: some recent results from fixed-point theorems
Kokou Y. Abalo ; Michael M. Kostreva
Applied Mathematics and Computation. 169:624-638

Noncooperative games Fixed-point theorems fixed points Special types of economi... Berge equilibrium existence of solutions
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40

Applying the minimax criterion in stochastic recourse programs
Andersen, Kim Allan ; Riis, Morten
Andersen, K A & Riis, M 2005, 'Applying the minimax criterion in stochastic recourse programs', European Journal of Operational Research, vol. 165, pp. 569-584.

0209 industrial biotechn... Sensitivity, stability,... Minimax techniques 0211 other engineering a... Stochastic programming 02 engineering and techn...
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