Optimal Estimation of Executive Compensation by Linear Programming

From MaRDI portal
Publication:2778538


DOI10.1287/mnsc.1.2.138zbMath0995.90590MaRDI QIDQ2778538

A. Charnes, William W. Cooper

Publication date: 22 October 2002

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.1.2.138


90C05: Linear programming


Related Items

Coefficients of determinations for variable selection in the msae regression, Least absolute value regression: recent contributions, A USE OF NONPARAMETRIC TESTS FOR DEA-DISCRIMINANT ANALYSIS: A METHODOLOGICAL COMPARISON, A METHODOLOGICAL COMPARISON BETWEEN STANDARD AND TWO STAGE MIXED INTEGER APPROACHES FOR DISCRIMINANT ANALYSIS, Preference disaggregation: 20 years of MCDA experience., A comparison of genetic and conventional methods for the solution of integer goal programmes, Linear programming and \(\ell _ 1\) regression: A geometric interpretation, Multicriteria decision methods: an attempt to evaluate and unify, Decision-maker's preferences modeling in the stochastic goal programming, A market-driven transfer price for distributed products using mathematical programming, On the construction of mutual fund portfolios: a multicriteria methodology and an application to the Greek market of equity mutual funds, A new LAD curve-fitting algorithm: Slightly overdetermined equation systems in \(L_ 1\), Algorithms for unconstrained \(L_ 1\) simple linear regression, Estimating regression parameters with imprecise input data in an appraisal context, Multi-objective stochastic programming for portfolio selection, A (0-1) goal programming model for scheduling the tour of a marketing executive, Selecting the optimum portfolio using fuzzy compromise programming and Sharpe's single-index model, On the use of the simplex algorithm for the absolute deviation curve fitting problem, A survey of generalized goal programming (1970-1982), A linked list data structure for a simple linear regression algorithm, An assessment of some criticisms of goal programming, An algorithm for a least absolute value regression problem with bounds on the parameters, Simple but powerful goal programming models for discriminant problems, Robust time series analysis, Linear facility location. Solving extensions of the basic problem, A simplex algorithm for piecewise-linear programming. III: Computational analysis and applications, Generalized goal programming and variational inequalities, Lagrangian approach for large-scale least absolute value estimation, Goal programming and multiple objective optimizations. Part I, A linear goal programming model for classification with non-monotone attributes, Linear goal programming in estimation of classification probability, Cone concavity and multiple-payoff constrained \(n\)-person games, Robustly efficient parametric frontiers via multiplicative DEA for domestic and international operations of the Latin American airline industry, On farmers' objectives: A multi-criteria approach, Goal programming models and their duality relations for use in evaluating security portfolio and regression relations, Multivariate multiple linear regression based on the minimum sum of absolute errors criterion, Estimating aspiration levels from discrete choices -- computational techniques and experiences, Stochastic frontier production analysis: Measuring performance of public telecommunications in 24 OECD countries, A simple algorithm to incorporate transactions costs in quadratic optimization, Solve least absolute value regression problems using modified goal programming techniques., Continuous location of dimensional structures., Mixed integer programming approach of extended DEA--discriminant analysis., A general structure of achievement function for a goal programming model., Approximation in normed linear spaces, The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors, Multicriteria classification and sorting methods: A literature review, A multiple objective programming approach for determining faculty salary equity adjustments, A mathematical programming approach to clusterwise regression model and its extensions, Upper and lower approximation models in interval regression using regression quantile techniques, Goal programming for decision making: An overview of the current state-of-the-art, Dynamic multi-objective heating optimization, The double role of the weight factor in the goal programming model, Inference procedures for the \(L_ 1\) regression, A review of goal programming and its applications, An interior point algorithm for nonlinear quantile regression, A fuzzy multi-objective covering-based vehicle location model for emergency services, DEA-discriminant analysis: methodological comparison among eight discriminant analysis approaches, Extending the MAD portfolio optimization model to incorporate downside risk aversion, On L1 and Chebyshev estimation, Computational Algorithms for Calculating Least Absolute Value and Chebyshev Estimates for Multiple Regression, Least Absolute Regression Revisited, Unnamed Item, Monte carlo comparison of estimation methods for additive two-way tables, Finding Least-Distances Lines, A simplex algorithm for piecewise-linear programming I: Derivation and proof