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MP
2008
117views more  MP 2008»
15 years 4 months ago
Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs
Abstract. We study piecewise decomposition methods for mathematical programs with equilibrium constraints (MPECs) for which all constraint functions are linear. At each iteration o...
Giovanni Giallombardo, Daniel Ralph
EOR
2007
103views more  EOR 2007»
15 years 4 months ago
Alternative configurations for cutting machines in a tube cutting mill
In a steel tube mill where an endless stream of steel tube is supplied from a manufacturing facility, trim waste is never made regardless of cutting patterns used and the standard...
Iman Hajizadeh, Chi-Guhn Lee
SIAMJO
2008
114views more  SIAMJO 2008»
15 years 4 months ago
An Inexact SQP Method for Equality Constrained Optimization
We present an algorithm for large-scale equality constrained optimization. The method is based on a characterization of inexact sequential quadratic programming (SQP) steps that ca...
Richard H. Byrd, Frank E. Curtis, Jorge Nocedal
TOMCCAP
2008
112views more  TOMCCAP 2008»
15 years 4 months ago
Scalable on-demand media streaming for heterogeneous clients
Periodic broadcast protocols enable the efficient streaming of highly popular media files to large numbers of concurrent clients. Most previous periodic broadcast protocols, howeve...
Phillipa Gill, Liqi Shi, Anirban Mahanti, Zongpeng...
CSDA
2004
119views more  CSDA 2004»
15 years 4 months ago
Fitting bivariate cumulative returns with copulas
We propose a copula based statistical method of fitting joint cumulative returns between a market index and a stock from the index family to daily data. Modifying the method of in...
Werner Hürlimann