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Page 1762 of Mathematical Reviews Vol. , Issue 82d [page]

1982 Mathematical Reviews  
The author discusses the minimax approach to stochastic programming, i.e. instead of the problem (1) max ,<x Ep {c’x—@(x;A,b)} as considered e.g., in stochastic programming with recourse, where CR" is  ...  We propose to solve the family of problems (IP) employing implicit enumeration based algorithms for postoptimizing zero-one programs.  ... 

Page 4762 of Mathematical Reviews Vol. , Issue 89H [page]

1989 Mathematical Reviews  
Summary: “We propose a minimax model for a stochastic linear knapsack problem.  ...  A method for the parametrization of one-step problems of operative linear stochastic programming. (Russian.  ... 

Page 1752 of Mathematical Reviews Vol. , Issue 83d [page]

1983 Mathematical Reviews  
We apply it to the solution of problems of stochastic programming and search for a maximin.  ...  functions is a solution to the minimax problem with all functions.  ... 

Page 3487 of Mathematical Reviews Vol. , Issue 2001E [page]

2001 Mathematical Reviews  
for stochastic linear programming problems.  ...  In recent years, these two approaches have been combined for the solution of large- scale stochastic linear programming problems.  ... 

Page 679 of Mathematical Reviews Vol. , Issue 99a [page]

1991 Mathematical Reviews  
So to solve the problem one has to formulate it as a minimax problem, to find an extreme subset, and to examine the problem on this subset.  ...  Summary: “In this paper, the optimal solutions set of a stochastic programming problem is studied as a set-valued stochastic process; its measurability and existence of measurable selections are proved  ... 

Page 2036 of Mathematical Reviews Vol. , Issue 97C [page]

1997 Mathematical Reviews  
Summary: “In this paper, we present algorithms for the solu- tion of the dynamic minimax problem in stochastic programs.  ...  Petersburg) 97¢:90073 90C15 90C39 90D15 Breton, Michéle (3-MTRLC-G; Montreal, PQ); Hachem, Saeb El] [El Hachem, Saeb] (3-MTRLC-G; Montreal, PQ) Algorithms for the solution of stochastic dynamic minimax  ... 

Page 3354 of Mathematical Reviews Vol. , Issue 81H [page]

1981 Mathematical Reviews  
When x* gives an “acceptable” loss for the minimax problem (+), then x* would also be an acceptable solution in the stochastic problem.  ...  Full details can be found elsewhere [the authors, “A stochastic method for global optimi- zation”, to appear].  ... 

Facility location under uncertainty: a review

Lawrence V. Snyder
2006 IIE Transactions  
Indeed, a large number of the approaches that have been proposed for optimization under uncertainty have been applied to facility location problems.  ...  This has made the development of models for facility location under uncertainty a high priority for researchers in both the logistics and stochastic/robust optimization communities.  ...  Acknowledgement The author wishes to thank two anonymous referees for several suggestions that have improved this paper significantly.  ... 
doi:10.1080/07408170500216480 fatcat:nondajbvarf6lasma7nx6gfdz4

Page 5894 of Mathematical Reviews Vol. , Issue 86m [page]

1986 Mathematical Reviews  
For stochastic integer programming prob- lems with recourse and LPI an algorithm for computing minimax solutions is given. Tests of this algorithm and its performance evaluation are reported.  ...  The author investigates continuous (path-following) algorithms for the solution of constrained convex optimization and minimax prob- lems. For a convex C!  ... 

Page 7466 of Mathematical Reviews Vol. , Issue 98K [page]

1998 Mathematical Reviews  
algorithm for the solution of stochastic dynamic minimax problems.  ...  Summary: “In this paper, we present a scenario aggregation al- gorithm for the solution of the dynamic minimax problem in stochastic programming.  ... 

Page 5356 of Mathematical Reviews Vol. , Issue 2002G [page]

2002 Mathematical Reviews  
We give a general form of the minimax solution and find sufficient conditions un- der which the minimax solution can be uniquely determined from the solution of the dual problem.  ...  Program. 90 (2001), no. 3, Ser. A, 507-536. A linear two-stage stochastic program with discrete probability distribution is considered.  ... 

Heuristic Pattern Search for Bound Constrained Minimax Problems [chapter]

Isabel A. C. P. Espírito Santo, Edite M. G. P. Fernandes
2011 Lecture Notes in Computer Science  
This paper presents a pattern search algorithm and its hybridization with a random descent search for solving bound constrained minimax problems.  ...  Two versions of the heuristic algorithm have been applied to several benchmark minimax problems and compared with the original HJ pattern search algorithm.  ...  test set described in [11] , through the implementation of the augmented Lagrangian function described in [1] and already used in [9] in a pattern search (with equality constraints) context.  ... 
doi:10.1007/978-3-642-21931-3_15 fatcat:eidtbugewfgktjf42ganehfzwy

On the convergence of an iterative method for the minimax problem

Wenyu Sun
1997 The Journal of the Australian Mathematical Society Series B Applied Mathematics  
We show that the Extended Linear-Quadratic Programming method for the minimax problem is equivalent to the Josephy-Newton method for generalized equation, and establish the local convergence result.  ...  In this paper we present an Extended Linear-Quadratic Programming method for the minimax problem.  ...  Liqun Qi for helpful discussion when the author visited the University of New South Wales, Australia. The author also thanks Dr. Daniel Ralph for his encouragement and providing his manuscript.  ... 
doi:10.1017/s0334270000008857 fatcat:cdwoct64gndyjb5fs6rnbqhjli

Page 4652 of Mathematical Reviews Vol. 58, Issue 6 [page]

1979 Mathematical Reviews  
Dmitriev, The asymptotic behavior of the solution of a multistep optimization problem (pp. 150-154); A. V. Judaev, An algorithm for the optimization of stochastic systems (pp. 154-159); A. V.  ...  IZutkin, Convergence of a class of feasible direction methods for the solution of a convex programming problem (pp. 84-88); L. A.  ... 

Page 5553 of Mathematical Reviews Vol. , Issue 88j [page]

1988 Mathematical Reviews  
Summary (translated from the Russian): “We describe an algorithm for finding the minimax for a class of mathematical programming problems.”  ...  [Algorithms for the solution of a discrete minimax problem—an evaluative overview] Operations research proceedings 1986 (Ulm, 1986), 597-604, Springer, Berlin-New York, 1987.  ... 
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