IFIP
2005
Springer
13 years 9 months ago
2005
Springer
Two different approaches are proposed to enhance the efficiency of the numerical resolution of optimal control problems governed by a linear advection– diffusion equation. In ...
IFIP
2005
Springer
13 years 9 months ago
2005
Springer
In this paper we analyze the electricity portfolio problem of a big consumer in a multi-stage stochastic programming framework. Stochasticity enters the model via the uncertain spo...
IFIP
2005
Springer
13 years 9 months ago
2005
Springer
IFIP
2005
Springer
13 years 9 months ago
2005
Springer
An appealing feature of interior methods for linear programming is that the number of iterations required to solve a problem tends to be relatively insensitive to the choice of in...
IFIP
2005
Springer
13 years 9 months ago
2005
Springer
A new quasi-Newton scheme for updating a low rank positive semi-definite Hessian approximation is described, primarily for use in sequential quadratic programming methods for non...