We present an adaptive multilevel generalized SQP method to solve PDAE-constrained optimization problems. It explicitly allows the use of independent integration schemes such that...
Debora Clever, Jens Lang, Stefan Ulbrich, J. Carst...
We consider a stochastic variant of the NP-hard 0/1 knapsack problem in which item values are deterministic and item sizes are independent random variables with known, arbitrary d...
Brian C. Dean, Michel X. Goemans, Jan Vondrá...
: Differential evolutionary (DE) mutates solution vectors by the weighted difference of other vectors using arithmetic operations. As these operations cannot be directly extended t...
Jingqiao Zhang, Viswanath Avasarala, Arthur C. San...
We investigate optimal control problems subject to mixed control-state constraints. The necessary conditions are stated in terms of a local minimum principle. By use of the Fischer...
A large class of stochastic optimization problems can be modeled as minimizing an objective function f that depends on a choice of a vector x ∈ X, as well as on a random external...