149
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IFIP
2005
Springer
15 years 10 months ago
2005
Springer
Two different approaches are proposed to enhance the efficiency of the numerical resolution of optimal control problems governed by a linear advection– diffusion equation. In ...
124
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IFIP
2005
Springer
15 years 10 months ago
2005
Springer
In this paper we analyze the electricity portfolio problem of a big consumer in a multi-stage stochastic programming framework. Stochasticity enters the model via the uncertain spo...
144
click to vote
IFIP
2005
Springer
15 years 10 months ago
2005
Springer
An appealing feature of interior methods for linear programming is that the number of iterations required to solve a problem tends to be relatively insensitive to the choice of in...
148
click to vote
IFIP
2005
Springer
15 years 10 months ago
2005
Springer
A new quasi-Newton scheme for updating a low rank positive semi-definite Hessian approximation is described, primarily for use in sequential quadratic programming methods for non...