搜索结果: 1-11 共查到“运筹学 W-constraints”相关记录11条 . 查询时间(0.151 秒)
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Approximate Envy-freeness in Indivisible Resource Allocation with Budget Constraints
预算约束 不可分割 资源分配 近似无嫉妒
2023/4/14
We study the fair allocation of indivisible resources under knapsack constraints, where a set of items with varied costs and values are to be allocated to a group of agents. Each agent has a budget co...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Job Matching with Interventions: Constraints, Subsidy, and Taxation
工作匹配 替代条件 市场均衡
2023/4/18
In markets for indivisible resources such as workers and objects, subsidy and taxation for an agent may depend on the set of acquired resources and prices. This paper investigates how such transfer po...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Distributed Event-Triggered Algorithm for Convex Optimization with Coupled Constraints
耦合约束凸优化 分布式事件 触发算法
2023/5/17
This talk concerns the nonsmooth distributed optimization problem via multi-agent network with the coupled equality and inequality constraints. The considered global optimization problem is to minimiz...
Multi-period portfolio optimization with constraints and transaction costs
Investment combinatorial optimization the horizon assets minimum deviation standard dynamic
2015/8/10
We consider the problem of multi-period portfolio optimization over a finite horizon, with a self-financing budget constraint and arbitrary distribution of asset returns, with objective to minimize th...
THE LOCAL NATURE OF HYPOTHESIS TESTS INVOLVING INEQUALITY CONSTRAINTS IN NONLINEAR MODELS
Hypothesis testing multivariate nonlinear one-sided tests nonlinear in- equality constraints tests
2015/7/31
This paper derives several properties unique to nonlinear model hypothesis testing
problems involving linear or nonlinear inequality constraints in the null or alternative
hypothesis. The paper is...
Restricted normal cones and sparsity optimization with affine constraints
Compressed sensing constraint qualification Friedrichs angle linear convergence
2012/5/24
The problem of finding a vector with the fewest nonzero elements that satisfies an underdetermined system of linear equations is an NP-complete problem that is typically solved numerically via convex ...
Sequential Convex Programming Methods for Solving Nonlinear Optimization Problems with DC constraints
Sequential convex programming DC constraint relaxation technique nonconvex optimization
2011/9/22
Abstract: This paper investigates the relation between sequential convex programming (SCP) as, e.g., defined in [24] and DC (difference of two convex functions) programming. We first present an SCP al...
A One-Dimensional Local Tuning Algorithm for Solving GO Problems with Partially Defined Constraints
Global optimization multiextremal constraints geometric algorithms index scheme local tuning
2011/9/21
Abstract: Lipschitz one-dimensional constrained global optimization (GO) problems where both the objective function and constraints can be multiextremal and non-differentiable are considered in this p...
Univariate global optimization with multiextremal non-differentiable constraints without penalty functions
Global optimization multiextremal constraints Lipschitz functions continuous index functions
2011/9/21
Abstract: This paper proposes a new algorithm for solving constrained global optimization problems where both the objective function and constraints are one-dimensional non-differentiable multiextrema...
Secure Wireless Communication and Optimal Power Control under Statistical Queueing Constraints
Secure Wireless Communication Optimal Power Control Statistical Queueing Constraints
2011/1/14
In this paper, secure transmission of information over fading broadcast channels is studied in the presence of statistical queueing constraints. Effective capacity is employed as a performancemetric t...
A note on evolutionary stochastic portfolio optimization and probabilistic constraints
portfolio optimization probabilistic constraints
2010/4/27
In this note, we extend an evolutionary stochastic portfolio optimization framework to include probabilistic constraints. Both the stochastic programming-based modeling environment as well as the evol...