Sciweavers

Share
warning: Creating default object from empty value in /var/www/modules/taxonomy/taxonomy.module on line 1416.
IFIP
2005
Springer
10 years 6 months ago
Numerical Approximation of a Control Problem for Advection-Diffusion Processes
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 ...
Alfio Quarteroni, Gianluigi Rozza, L. Dedè,...
IFIP
2005
Springer
10 years 6 months ago
Multi-Stage Stochastic Electricity Portfolio Optimization in Liberalized Energy Markets
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...
Ronald Hochreiter, Georg Ch. Pflug, David Wozabal
IFIP
2005
Springer
10 years 6 months ago
Recent Advances in Bound Constrained Optimization
William W. Hager, Hongchao Zhang
IFIP
2005
Springer
10 years 6 months ago
On Warm Starts for Interior Methods
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...
Anders Forsgren
IFIP
2005
Springer
10 years 6 months ago
A New Low Rank Quasi-Newton Update Scheme for Nonlinear Programming
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...
R. Fletcher
books