2636 search results - page 140 / 528 » Linear Programming |
AUTOMATICA
2008
14 years 10 months ago
2008
A wide variety of stability and performance questions about linear dynamical systems can be reformulated as convex optimization problems involving linear matrix inequalities (LMIs...
MP
2006
14 years 10 months ago
2006
In classical two-stage stochastic programming the expected value of the total costs is minimized. Recently, mean-risk models - studied in mathematical finance for several decades -...
ICDT
1995
ACM
15 years 1 months ago
1995
ACM
Following results are sketched in this extended abstract: (1) Datalog recursive programs where each rule has at most one subgoal called unit recursions are shown to be bounded, wit...
SIAMJO
2002
14 years 9 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...
CCE
2010
14 years 7 months ago
2010
In this work we address the problem of solving multiscenario optimization models that are deterministic equivalents of two-stage stochastic programs. We present a heuristic approx...