Abstract. We study piecewise decomposition methods for mathematical programs with equilibrium constraints (MPECs) for which all constraint functions are linear. At each iteration o...
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...
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...
Periodic broadcast protocols enable the efficient streaming of highly popular media files to large numbers of concurrent clients. Most previous periodic broadcast protocols, howeve...
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...