Now showing items 1-10 of 1340
On the solution of mathematical programming problems with equilibrium constraints
Mathematical programming problems with equilibrium constraints (MPEC) are nonlinear programming problems where the constraints have a form that is analogous to first-order optimality conditions of constrained optimization. ...
Solving Constraint Satisfaction Puzzles with Constraint Programming
Constraint Programming (CP) is a powerful paradigm for solving Combinatorial Problems (generally issued from Decision Making). In CP, Enumeration Strategies are crucial for resolution performances. In this work, we model ...
A relaxed constant positive linear dependence constraint qualification and applications
(SpringerNew York, 2012)
Augmented lagrangians with adaptive precision control for quadratic programming with equality constraints
(SpringerNew YorkEUA, 1999)
Constant-Rank Condition and Second-Order Constraint Qualification
(Springer/plenum PublishersNew YorkEUA, 2010)
Risk-averse feasible policies for large-scale multistage stochastic linear programs
(Springer Heidelberg, 2013-04)
We consider risk-averse formulations of stochastic linear programs having a structure that is common in real-life applications. Specifically, the optimization problem corresponds to controlling over a certain horizon a ...
CHROME: a model-driven component-based rule engine
(Universidade Federal de Pernambuco, Fri )
Numerical comparison of Augmented Lagrangian algorithms for nonconvex problems