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110
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COR
2008
128views more  COR 2008»
15 years 3 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
146
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SIAMJO
2008
139views more  SIAMJO 2008»
15 years 3 months ago
An Augmented Primal-Dual Method for Linear Conic Programs
We propose a new iterative approach for solving linear programs over convex cones. Assuming that Slaters condition is satisfied, the conic problem is transformed to the minimizatio...
Florian Jarre, Franz Rendl
94
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MOC
2002
93views more  MOC 2002»
15 years 3 months ago
Conjugate gradient method for dual-dual mixed formulations
We deal with the iterative solution of linear systems arising from so-called dual-dual mixed finite element formulations. The linear systems are of a two-fold saddle point structur...
Gabriel N. Gatica, Norbert Heuer
100
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RAS
2002
119views more  RAS 2002»
15 years 3 months ago
Exploration method using harmonic functions
Harmonic functions provide optimal potential maps for robot navigation in a previously explored static environment. Here we investigate the performance of an algorithm for explora...
Edson Prestes e Silva Jr., Paulo Martins Engel, Ma...
123
Voted
SIAMJO
2002
124views more  SIAMJO 2002»
15 years 3 months ago
The Sample Average Approximation Method for Stochastic Discrete Optimization
In this paper we study a Monte Carlo simulation based approach to stochastic discrete optimization problems. The basic idea of such methods is that a random sample is generated and...
Anton J. Kleywegt, Alexander Shapiro, Tito Homem-d...