Mathematical Programming Studies
Volume 1 / 1974 to Volume 31 / 1987
Page
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48 Result(s)
within
A. H. G. Rinnooy Kan
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Article
Additively separable duality theory
In duality theory, there is a trade-off between generality and tractability. Thus, the generality of the Tind-Wolsey framework comes at the expense of an infinite-dimensional dual solution space, even if the p...
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Article
On when to stop sampling for the maximum
Suppose a sequential sample is taken from an unknown discrete probability distribution on an unknown range of integers, in an effort to sample its maximum. A crucial issue is an appropriate stop** rude deter...
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Article
A probabilistic analysis of the multiknapsack value function
The optimal solution value of the multiknapsack problem as a function of the knapsack capacities is studied under the assumption that the profit and weight coefficients are generated by an appropriate random m...
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Article
Single machine flow-time scheduling with a single breakdown
We consider the problem of scheduling tasks on a single machine to minimize the flowtime. The machine is subject to breakdowns during the processing of the tasks. The breakdowns occur at a random times and the...
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Chapter and Conference Paper
The Design of Interactive Decision Support Systems
In the Netherlands there is a national research project to design “Decision Support Systems” (DSS). This research project is subsidized by the National Facility of Informatics (NFI). Several universities and c...
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Chapter and Conference Paper
Mathematical Programming as an Intellectual Activity
For every scientific discipline, a process of reappraisal and evaluation of the discipline as a whole forms a natural topic for informal discussion among scientists. These discussions — typically held between ...
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Article
Stochastic global optimization methods part I: Clustering methods
In this stochastic approach to global optimization, clustering techniques are applied to identify local minima of a real valued objective function that are potentially global. Three different methods of this t...
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Article
Stochastic global optimization methods part II: Multi level methods
In Part II of our paper, two stochastic methods for global optimization are described that, with probability 1, find all relevant local minima of the objective function with the smallest possible number of loc...
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Article
Order statistics and the linear assignment problem
Under mild conditions on the distribution functionF, we analyze the asymptotic behavior in expectation of the smallest order statistic, both for the case thatF is defined on (−∞, +∞) and for the case thatF is def...
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Article
Bayesian stop** rules for multistart global optimization methods
By far the most efficient methods for global optimization are based on starting a local optimization routine from an appropriate subset of uniformly distributed starting points. As the number of local optima i...
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Book Series
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Book
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Book
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Book
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Article
Erratum: The Traveling Salesman Problem: A Guided Tour of Combinatorial Optimization
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Book
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Book
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Book
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Book
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Chapter and Conference Paper
Stochastic integer programming: The distribution problem
A brief summary is given of recent insights into the distribution problem for structured stochastic integer programming problems, as surveyed during the Gargnano conference. The application of these results wi...
