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COR
2008
128views more  COR 2008»
15 years 5 months ago
Solving dynamic stochastic economic models by mathematical programming decomposition methods
Discrete-time optimal control problems arise naturally in many economic problems. Despite the rapid growth in computing power and new developments in the literature, many economic...
Mercedes Esteban-Bravo, Francisco J. Nogales
SIAMJO
2000
108views more  SIAMJO 2000»
15 years 5 months ago
Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints
Mathematical programs with nonlinear complementarity constraints are reformulated using better-posed but nonsmooth constraints. We introduce a class of functions, parameterized by...
Houyuan Jiang, Daniel Ralph
MP
2007
102views more  MP 2007»
15 years 5 months ago
Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties
The elastic-mode formulation of the problem of minimizing a nonlinear function subject to equilibrium constraints has appealing local properties in that, for a finite value of the...
Mihai Anitescu, Paul Tseng, Stephen J. Wright
TSC
2010
159views more  TSC 2010»
15 years 15 days ago
A Mathematical Programming Approach for Server Consolidation Problems in Virtualized Data Centers
Today's data centers offer IT services mostly hosted on dedicated physical servers. Server virtualization provides a technical means for server consolidation. Thus, multiple v...
Benjamin Speitkamp, Martin Bichler
CCO
2001
Springer
168views Combinatorics» more  CCO 2001»
15 years 10 months ago
Mathematical Programming Models and Formulations for Deterministic Production Planning Problems
Abstract. We study in this lecture the literature on mixed integer programming models and formulations for a specific problem class, namely deterministic production planning probl...
Yves Pochet