Search Results - The Institute of Management Sciences and the Operations Research Society of America

Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations by Qi, Liqun

“…This paper presents convergence analysis of some algorithms for solving systems of nonlinear equations defined by locally Lipschitzian functions. For the…”
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On the Complexity of Cooperative Solution Concepts by Deng, Xiaotie, Papadimitriou, Christos H

“…We study from a complexity theoretic standpoint the various solution concepts arising in cooperative game theory. We use as a vehicle for this study a game in…”
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Scenarios and Policy Aggregation in Optimization Under Uncertainty by Rockafellar, R. T, Wets, Roger J.-B

“…A common approach in coping with multiperiod optimization problems under uncertainty where statistical information is not really enough to support a stochastic…”
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Portfolio Selection with Transaction Costs by Davis, M. H. A, Norman, A. R

“…In this paper, optimal consumption and investment decisions are studied for an investor who has available a bank account paying a fixed rate of interest and a…”
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Approximation Schemes for the Restricted Shortest Path Problem by Hassin, Refael

“…This note contains two fully polynomial approximation schemes for the shortest path problem with an additional constraint. The main difficulty in constructing…”
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A Polynomial Time Algorithm for Counting Integral Points in Polyhedra When the Dimension is Fixed by Barvinok, Alexander I

“…We prove that for any dimension d there exists a polynomial time algorithm for counting integral points in polyhedra in the d -dimensional Euclidean space…”
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On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming by Mizuno, Shinji, Todd, Michael J, Ye, Yinyu

“…We describe several adaptive-step primal-dual interior point algorithms for linear programming. All have polynomial time complexity while some allow very long…”
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Minimizing Total Tardiness on One Machine is NP-Hard by Du, Jianzhong, Leung, Joseph Y.-T

“…The problem of minimizing the total tardiness for a set of independent jobs on one machine is considered. Lawler has given a pseudo-polynomial-time algorithm…”
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Nonlinear Proximal Point Algorithms Using Bregman Functions, with Applications to Convex Programming by Eckstein, Jonathan

“…A Bregman function is a strictly convex, differentiable function that induces a well-behaved distance measure or D-function on Euclidean space. This paper…”
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An Analysis of Stochastic Shortest Path Problems by Bertsekas, Dimitri P, Tsitsiklis, John N

“…We consider a stochastic version of the classical shortest path problem whereby for each node of a graph, we must choose a probability distribution over the…”
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Cooling Schedules for Optimal Annealing by Hajek, Bruce

“…A Monte Carlo optimization technique called "simulated annealing" is a descent algorithm modified by random ascent moves in order to escape local minima which…”
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Variational Inequalities with Generalized Monotone Operators by Yao, Jen-Chih

“…We investigate the variational inequality with pseudomonotone operators (in the sense of Karamardian) in Banach spaces. New existence results which extend many…”
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The Complexity of Markov Decision Processes by Papadimitriou, Christos H, Tsitsiklis, John N

“…We investigate the complexity of the classical problem of optimal policy computation in Markov decision processes. All three variants of the problem (finite…”
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Entropy-Like Proximal Methods in Convex Programming by Iusem, Alfredo N, Svaiter, B. F, Teboulle, Marc

“…We study an extension of the proximal method for convex programming, where the quadratic regularization kernel is substituted by a class of convex statistical…”
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Normal Maps Induced by Linear Transformations by Robinson, Stephen M

“…We study a certain piecewise linear manifold, which we call the normal manifold , associated with a polyhedral convex set, and a family of continuous…”
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Entropic Proximal Mappings with Applications to Nonlinear Programming by Teboulle, Marc

“…We introduce a family of new transforms based on imitating the proximal mapping of Moreau and the associated Moreau-Yosida proximal approximation of a…”
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Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming by King, Alan J, Rockafellar, R. Tyrrell

“…New techniques of local sensitivity analysis for nonsmooth generalized equations are applied to the study of sequences of statistical estimates and empirical…”
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An Implicit-Function Theorem for a Class of Nonsmooth Functions by Robinson, Stephen M

“…In this paper we introduce the concept of strong approximation of functions, and a related concept of strong Bouligand (B-) derivative, and we employ these…”
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Lot-Sizing with Constant Batches: Formulation and Valid Inequalities by Pochet, Yves, Wolsey, Laurence A

“…We consider the classical lot-sizing problem with constant production capacities (LCC) and a variant in which the capacity in each period is an integer…”
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Finding Minimum-Cost Circulations by Successive Approximation by Goldberg, Andrew V, Tarjan, Robert E

“…We develop a new approach to solving minimum-cost circulation problems. Our approach combines methods for solving the maximum flow problem with successive…”
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