27 search results - page 3 / 6 » siamjo 2002 |
SIAMJO
2002
13 years 4 months ago
2002
Abstract. We study the situation in which, having solved a linear program with an interiorpoint method, we are presented with a new problem instance whose data is slightly perturbe...
SIAMJO
2002
13 years 4 months ago
2002
Motivated by some results for linear programs and complementarity problems, this paper gives some new characterizations of the central path conditions for semidefinite programs. Ex...
SIAMJO
2002
13 years 4 months ago
2002
We consider the problem of constructing mean{risk models which are consistent with the second degree stochastic dominance relation. By exploiting duality relations of convex analys...
SIAMJO
2002
13 years 4 months ago
2002
This paper proposes a new predictor-corrector interior-point method for a class of semidefinite programs, which numerically traces the central trajectory in a space of Lagrange mul...
SIAMJO
2002
13 years 4 months ago
2002
In this paper we study a Monte Carlo simulation based approach to stochastic discrete optimization problems. The basic idea of such methods is that a random sample is generated and...