Methods for solving stochastic optimization problems by Monte-Carlo simulation are considered. The stoping and accuracy of the solutions is treated in a statistical manner, testing...
We consider the problem of scheduling a set of n jobs on m identical parallel machines so as to minimize the weighted sum of job completion times. This problem is NP-hard in the s...
Abstract. We consider column sufficient linear complementarity problems and study the problem of identifying those variables that are zero at a solution. To this end we propose a n...
Francisco Facchinei, Andreas Fischer, Christian Ka...
We propose an SQP-type algorithm for solving nonlinear second-order cone programming (NSOCP) problems. At every iteration, the algorithm solves a convex SOCP subproblem in which th...
In this paper, we study the Minimum Sum Set Coloring (MSSC) problem which consists in assigning a set of x(v) positive integers to each vertex v of a graph so that the intersectio...