This paper is motivated by the fact that mixed integer nonlinear programming is an important and difficult area for which there is a need for developing new methods and software f...
Pierre Bonami, Lorenz T. Biegler, Andrew R. Conn, ...
Empirical studies of the variation in debt ratios across firms have used statistical models singularly to analyze the important determinants of capital structure. Researchers, how...
Tunnel-based networks such as Multi-protocol Label switching (MPLS) are suitable for providing diversity guarantees to different service classes or customers. Based on the number ...
For a mathematical program with complementarity constraints (MPCC), we propose an active-set Newton method, which has the property of local quadratic convergence under the MPCC lin...
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...