Now showing items 1-10 of 377
On Approximate KKT Condition and its Extension to Continuous Variational Inequalities
(SPRINGER/PLENUM PUBLISHERS, 2011)
In this work, we introduce a necessary sequential Approximate-Karush-Kuhn-Tucker (AKKT) condition for a point to be a solution of a continuous variational inequality, and we prove its relation with the Approximate Gradient ...
Local Influence Under Parameter Constraints
(TAYLOR & FRANCIS INC, 2010)
Calculations of local influence curvatures and leverage have been well developed when the parameters are unrestricted. In this article, we discuss the assessment of local influence and leverage under linear equality parameter ...
Asset prices and wealth inequality in a simple model with idiosyncratic shocks
(Universidad de Chile. Facultad de Economía y Negocios, 2017)
This paper analytically solves a heterogeneous agent model with idiosyncratic shocks to marginal utility of consumption and explores the effects of the borrowing constraint on the price of the asset, the composition of ...
Benders, metric and cutset inequalities for multicommodity capacitated network design
Solving multicommodity capacitated network design problems is a hard task that requires the use of several strategies like relaxing some constraints and strengthening the model with valid inequalities. In this paper, we ...
Robust H infinity filter design with pole constraints for discrete-time systems
(Pergamon-elsevier Science LtdOxfordInglaterra, 2000)
Numerical comparison of Augmented Lagrangian algorithms for nonconvex problems
Constant-Rank Condition and Second-Order Constraint Qualification
(Springer/plenum PublishersNew YorkEUA, 2010)
Robust H(infinity)-filtering design with pole placement constraint via linear matrix inequalities
(Springer/plenum PublishersNew YorkEUA, 1999)
Stability of the Feasible Set Mapping of Linear Systems with an Exact Constraint Set
This paper deals with the stability of the feasible set mapping of linear systems of an arbitrary number (possibly infinite) of equations and inequalities such that the variable x ranges on a certain fixed constraint set ...
A new solution to the optimal power flow problem
A new approach to solving the Optimal Power Flow problem is described, making use of some recent findings, especially in the area of primal-dual methods for complex programming. In this approach, equality constraints are ...