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64
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COR
2008
128views more  COR 2008»
14 years 9 months ago
Solving dynamic stochastic economic models by mathematical programming decomposition methods
Discrete-time optimal control problems arise naturally in many economic problems. Despite the rapid growth in computing power and new developments in the literature, many economic...
Mercedes Esteban-Bravo, Francisco J. Nogales
SIAMJO
2000
108views more  SIAMJO 2000»
14 years 9 months ago
Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints
Mathematical programs with nonlinear complementarity constraints are reformulated using better-posed but nonsmooth constraints. We introduce a class of functions, parameterized by...
Houyuan Jiang, Daniel Ralph
65
Voted
MP
2007
102views more  MP 2007»
14 years 9 months ago
Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties
The elastic-mode formulation of the problem of minimizing a nonlinear function subject to equilibrium constraints has appealing local properties in that, for a finite value of the...
Mihai Anitescu, Paul Tseng, Stephen J. Wright
83
Voted
TSC
2010
159views more  TSC 2010»
14 years 4 months ago
A Mathematical Programming Approach for Server Consolidation Problems in Virtualized Data Centers
Today's data centers offer IT services mostly hosted on dedicated physical servers. Server virtualization provides a technical means for server consolidation. Thus, multiple v...
Benjamin Speitkamp, Martin Bichler
CCO
2001
Springer
168views Combinatorics» more  CCO 2001»
15 years 2 months ago
Mathematical Programming Models and Formulations for Deterministic Production Planning Problems
Abstract. We study in this lecture the literature on mixed integer programming models and formulations for a specific problem class, namely deterministic production planning probl...
Yves Pochet