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Discontinuous Optimization Problems in Stochastic Integer Programming
ICIAM/GAMM 95: Applied Stochastics and Optimization
Schultz, R.
ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND MECHANIK. 76(SUP//3):33-36
Discontinuous Optimization Problems in Stochastic Integer Programming
Suppl. 3; Applied stochastics and optimization
Schultz, R.
ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND MECHANIK. 76(SUP//3):33-36
Discontinuous Optimization Problems in Stochastic Integer Programming
Rüdiger Schultz ; The Pennsylvania State University CiteSeerX Archives
ftp://ftp.zib.de/pub/zib-publications/reports/SC-95-20.ps
Discrete optimizations’ problems of deliveries of heterogeneous products
V. V. Egorov
Вестник университета, Vol 0, Iss 5, Pp 70-76 (2023)
DYNAMIC PENALTY FORMULATION FOR SOLVING HIGHLY CONSTRAINED MIXED-INTEGER NONLINEAR PROGRAMMING PROBLEMS
Silva, Cláudia Martins ; Biscaia, Evaristo Chalbaud, Jr.
In IFAC Proceedings Volumes 2006 39(2):851-856
Data-driven optimization and statistical modeling to improve meter reading for utility companies
Sinha Roy, Debdatta ; Defryn, Christof ; Golden, Bruce ; et al.
In Computers and Operations Research September 2022 145
Multistage robust mixed-integer optimization under endogenous uncertainty
Feng, Wei ; Feng, Yiping ; Zhang, Qi
In European Journal of Operational Research 16 October 2021 294(2):460-475
Efficiently handling constraints in mixed-integer nonlinear programming problems using gradient-based repair differential evolution.
Molina-Pérez, Daniel ; Portilla-Flores, Edgar Alfredo ; Mezura-Montes, Efrén ; et al.
PeerJ Computer Science; May2024, p1-35, 35p
Nonconvex Piecewise Linear Functions: Advanced Formulations and Simple Modeling Tools.
Huchette, Joey ; Vielma, Juan Pablo
Operations Research. Sep/Oct2023, Vol. 71 Issue 5, p1835-1856. 22p.
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Sequential Monte Carlo optimization and statistical inference.
Duan, Jin‐Chuan ; Li, Shuping ; Xu, Yaxian
WIREs: Computational Statistics; May/Jun2023, Vol. 15 Issue 3, p1-28, 28p
Strategic Generation Investment in Energy Markets: A Multiparametric Programming Approach.
Taheri, Sina ; Kekatos, Vassilis ; Veeramachaneni, Sriharsha
IEEE Transactions on Power Systems. Jul2022, Vol. 37 Issue 4, p2590-2600. 11p.
Strategic Generation Investment in Energy Markets: A Multiparametric Programming Approach
Taheri, Sina ; Kekatos, Vassilis ; Veeramachaneni, Harsha ; et al.
Strategic Investment in Energy Markets: A Multiparametric Programming Approach
Taheri, Sina ; Kekatos, Vassilis ; Veeramachaneni, Harsha ; et al.
Expectation and Chance-Constrained Models and Algorithms for Insuring Critical Paths.
Siqian Shen ; Smith, J. Cole ; Ahmed, Shabbir
Management Science. Oct2010, Vol. 56 Issue 10, p1794-1814. 21p. 10 Charts, 4 Graphs.
A finite branch-and-bound algorithm for two-stage stochastic integer programs.
Ahmed, Shabbir ; Tawarmalani, Mohit ; Sahinidis, Nikolaos V.
Mathematical Programming. Jun2004, Vol. 100 Issue 2, p355-377. 23p. 8 Charts, 3 Graphs.
CONTINUITY PROPERTIES OF EXPECTATION FUNCTIONS IN STOCHASTIC INTEGER PROGRAMMING.
Schultz, Rudiger
Mathematics of Operations Research. Aug93, Vol. 18 Issue 3, p578-589. 12p.
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