Publication:3770273

From MaRDI portal


zbMath0632.90038MaRDI QIDQ3770273

Edward J. Anderson, Peter Nash

Publication date: 1987



65K10: Numerical optimization and variational techniques

90C05: Linear programming

90C08: Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.)

93C05: Linear systems in control theory

90C48: Programming in abstract spaces

90C34: Semi-infinite programming

90-02: Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming


Related Items

Linear programming formulation of MDPs in countable state space: The multichain case, Dimension and finite reduction in linear semi-infinite programming, An optimality test for semi-infinite linear programming, The LP approach in average reward MDPs with multiple cost constraints: The countable state case, Linear programming interpretations of Mather's variational principle, Constrained markov decision processes with compact state and action spaces: the average case, On the linear independence measure of logarithms of rational numbers, An extension of the kantorovich-rubinstein mass-transshipment problem, Applications of generalized inverses to interval linear programs in hilbert spaces, Solving fuzzy variational inequalities over a compact set, A measure-theoretical max-flow-min-cut problem, The difference between finite dimensional linear programming problems and infinite dimensional linear programming problems, Railway scheduling by network optimization, Convergence of selections with applications in optimization, Static-arbitrage optimal subreplicating strategies for basket options, Necessary and sufficient conditions for solving infinite-dimensional linear inequalities, Semi-infinite programming, An algorithm for semi-infinite transportation problems, A simplex based algorithm to solve separated continuous linear programs, Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization, Mathematical structure of a bilevel strategic pricing model, Hedging interest rate risk by optimization in Banach spaces, Duality in infinite dimensional linear programming, Extremal points and optimal solutions for general capacity problems, Finite dimensional approximation in infinite dimensional mathematical programming, A purification algorithm for semi-infinite programming, Partially finite convex programming. II: Explicit lattice models, Probabilistic logic programming, On the irrationality measure of \(\zeta (2)\), Zero duality gaps in infinite-dimensional programming, Combined entropic regularization and path-following method for solving finite convex min-max problems subject to infinitely many linear constraints, Efficient continuous-time dynamic network flow algorithms, Duality theory for infinite-dimensional multiobjective linear programming, A semantical framework for supporting subjective and conditional probabilities in deductive databases, Conditions for the uniqueness of the optimal solution in linear semi- infinite programming, Continuous linear complementarity problem, Examples of max-flow and min-cut problems with duality gaps in continuous networks, Some perturbation theory for linear programming, Interior-point algorithms for semi-infinite programming, Problems of distance geometry and convex properties of quadratic maps, The Lagrange approach to infinite linear programs, Asymptotic dual conditions characterizing optimality for infinite convex programs, Numerical analysis of generalised max-plus eigenvalue problems., The mass-transfer vector problem, Solving a system of infinitely many fuzzy inequalities with piecewise linear membership functions, Efficiency rents of pumped-storage plants and their uses for operation and investment decisions, The core and related solution concepts for infinite assignment games, Distance to ill-posedness and the consistency value of linear semi-infinite inequality systems, Discrete infinite transportation problems, Linear semi-infinite programming theory: an updated survey, Stochastic measures of arbitrage., Duality in procurement design, Inexact primal-dual interior point iteration for linear programs in function spaces, On continuous network flows, The Kantorovich metric for probability measures on the circle, Mass-transshipment problems and ideal metrics, A primal-dual infeasible-interior-point algorithm for linear semi- infinite programming, Implementation of an inexact approach to solving linear semi-infinite programming problems, Modelling of uncertain systems via linear programming, A semi-infinite programming model for earliness/tardiness production planning with a genetic algorithm, Perspectives of Monge properties in optimization, The archievable region method in the optimal control of queueing systems; formulations, bounds and policies, A perturbation method for solving linear semi-infinite programming problems, Duality theory and slackness conditions in multiobjective linear programming, Linear programming with fuzzy coefficients in constraints, Analytical linear inequality systems and optimization, Relaxed cutting plane method for solving linear semi-infinite programming problems, Optimal control of a system governed by an elliptic partial differential equation, Suggested research topics in sensitivity and stability analysis for semi- infinite programming problems, A theory of Fisher's reproductive value, Contracting with imperfect commitment and noisy communication, On the consistency of the mass transfer problem, Explicit solvability of dual pairs of infinite linear programs., Algorithms for infinite quadratic programming in \(L_p\) spaces, A robust optimization approach to dynamic pricing and inventory control with no backorders, A relaxed cutting plane method for semi-infinite semi-definite programming, Model reduction of uncertain systems retaining the uncertainty structure, On Haar's dual problem, Multiperiod portfolio optimization with terminal liability: bounds for the convex case, Solving variational inequalities defined on a domain with infinitely many linear constraints, The capacity problem, The continuous complementarity problem, Numerical solutions of the mass transfer problem, BALANCEDNESS OF THE CLASS OF INFINITE PERMUTATION GAMES AND RELATED CLASSES OF GAMES, Extremal Points and an Algorithm for a Class of Continuous Transportation Problems, Control system design via infinite linear programming, On Linear Semi-Infinite Programming Problems: An Algorithm, Optimal control of linear bottleneck problems