In the previous years some authors have been elaborating on the measurementtheoretic foundations of fuzzy set theory. A well-known problem in this approach is the difficult applic...
Abstract. There is a natural norm associated with a starting point of the homogeneous selfdual (HSD) embedding model for conic convex optimization. In this norm two measures of the...
Optimality conditions are derived for problems of minimizing a general measure of deviation of a random variable, with special attention to situations where the random variable cou...
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zaba...
In classical two-stage stochastic programming the expected value of the total costs is minimized. Recently, mean-risk models - studied in mathematical finance for several decades -...
We present a primal-dual interior-point algorithm with a filter line-search method for nonlinear programming. Local and global convergence properties of this method were analyzed i...