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Dec 20, 1993 · This note deals with the extension of the bound-improving sequence idea to general discrete programming problems.
In Section 2 a bound-improving sequence algorithm for discrete programming problems is presented and its finite convergence proved under a specific assumption.
We consider two-stage stochastic programming models with quantile criterion as well as models with a probabilistic constraint on the random values of the ...
This note deals with the extension of the bound-improving sequence idea to general discrete programming problems. Original language, English. Pages (from-to) ...
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It consists of a sequence of bounds that, under proper conditions, bridge the duality gap, i.e., converges in a finite number of steps to the optimal value of ...
A bound-improving approach to discrete programming problems · Author Picture P ... New improved error bounds for the linear complementarity problem.
In this paper we present a generalization and a computational improvement of the Bound Improvement Sequence Algorithm. The main computational burden of this ...
In the classical linear programming problem the behaviour of continuous, nonnegative variables subject to a system of linear inequalities is investigated. One ...
Missing: improving approach
Apr 4, 2007 · This paper presents a simple numerical algorithm for the solution of programming problems in which some or all of the variables can take only ...
Missing: improving approach