We describe the theoretical solution of an approximation problem that uses a finite weighted sum of complex exponential functions. The problem arises in an optimization model for t...
The aim of the paper is to provide a theoretical basis for approximate reduced SQP methods. In contrast to inexact reduced SQP methods, the forward and the adjoint problem accuraci...
Kazufumi Ito, Karl Kunisch, Volker Schulz, Ilia Gh...
Continuous-variable simulation optimization problems are those optimization problems where the objective function is computed through stochastic simulation and the decision variab...
We consider several classical models in deterministic inventory theory: the single-item lot-sizing problem, the joint replenishment problem, and the multi-stage assembly problem. ...
Several researchers have recently investigated the connection between reinforcement learning and classification. We are motivated by proposals of approximate policy iteration schem...