An interval branch and bound algorithm for global optimization of a multiperiod pricing model

DOI10.1016/0305-0548(94)00061-CzbMath0830.90011OpenAlexW2057322012MaRDI QIDQ1894738

Wayne L. Winston, A. Victor Cabot, Munirpallam A. Venkataramanan

Publication date: 24 July 1995

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0305-0548(94)00061-c

zbMATH Keywords

branch-and-boundcopyable productsmultiperiod pricing model

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Microeconomic theory (price theory and economic markets) (91B24)

Related Items (1)

OPTIMAL INVESTMENT STRATEGY VIA INTERVAL ARITHMETIC

Uses Software

• Pascal-SC

Cites Work

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• Global optimization using interval analysis - the multi-dimensional case
• Die zentrische Form in der Intervallarithmetik, ihre quadratische Konvergenz und ihre Inklusionsisotonie
• Algorithms for parametric nonconvex programming
• An interval arithmetic method for global optimization
• Global minimization of large-scale constrained concave quadratic problems by separable programming
• An Interval Arithmetic Approach to Sensitivity Analysis in Geometric Programming
• An algorithm for nonconvex programming problems
• Computation of rational interval functions
• An Algorithm for Separable Nonconvex Programming Problems
• Branch-and-Bound Methods: General Formulation and Properties

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