A d-dimensional array of real numbers is called monotone increasing if its entries are increasing along each dimension. Given An,d, a monotone increasing d-dimensional array with ...
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 -...
: Sparse graphs and their associated matroids play an important role in rigidity theory, where they capture the combinatorics of some families of generic minimally rigid structures...
Abstract. We present a null-space primal-dual interior-point algorithm for solving nonlinear optimization problems with general inequality and equality constraints. The algorithm a...