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CORR
2010
Springer
13 years 7 months ago
2010
Springer
Abstract This paper proposes a design for a system to generate constraint solvers that are specialised for specific problem models. It describes the design in detail and gives prel...
ANOR
2010
13 years 7 months ago
2010
We discuss integrated chance constraints in their role of short-term risk constraints in a strategic ALM model for Dutch pension funds. The problem is set up as a multistage recou...
EOR
2007
13 years 7 months ago
2007
The exploitation of nested inequalities and surrogate constraints as originally proposed in Glover [Glover, F., 1965. A multiphase-dual algorithm for the zero–one integer progra...
SIAMCO
2010
13 years 2 months ago
2010
This work is devoted to stationary optimal control problems with polygonal constraints on the components of the state. Existence of Lagrange multipliers, of different regularity, i...
SIAMJO
2010
13 years 2 months ago
2010
We present a general semidefinite relaxation scheme for general n-variate quartic polynomial optimization under homogeneous quadratic constraints. Unlike the existing sum-of-squar...