Comments on: Stability in linear optimization and related topics. A personal tour

Top - Tập 20 - Trang 245-249 - 2011
Miguel Ángel Goberna1
1Department of Statistics and Operations Research, University of Alicante, Alicante, Spain

Tài liệu tham khảo

Anderson EJ, Nash P (1987) Linear programming in infinite dimensional spaces. Wiley, New York Bank B, Guddat J, Klatte D, Kummer B, Tammer K (1983) Nonlinear parametric optimization. Birkhäuser, Basel Bennett KP, Parrado-Hernández E (2006) The interplay of optimization and machine learning research. J Mach Learn Res 7:1265–1281 Betrò B (2009) Numerical treatment of Bayesian robustness problems. Int J Approx Reason 50:279–288 Betrò B, Bodini A (2006) Generalized moment theory and Bayesian robustness analysis for hierarchical mixture models. Ann Inst Stat Math 58:721–738 Bisbos CD, Ampatzis AT (2008) Shakedown analysis of spatial frames with parameterized load domain. Eng Struct 30:3119–3128 Brosowski B (1984) Parametric semi-infinite linear programming I. Continuity of the feasible set and of the optimal value. Math Program Stud 21:18–42 Daniel JW (1973) On perturbations in systems of linear inequalities. SIAM J Numer Anal 10:299–307 Daniel JW (1975) Remarks on perturbations in linear inequalities. SIAM J Numer Anal 12:770–772 Daum S, Werner R (2011) A novel feasible discretization method for linear semi-infinite programming applied to basket options pricing. Optimization (accepted) Dolgin Y, Zeheb E (2008) Model reduction with guaranteed stability. Proc IEEE Int Convention of Electrical and Electronics Engineers art 4736681:172–174 Feyzioglu O, Altinel IK, Ozekici S (2006) The design of optimum component test plans for system reliability. Comput Stat Data Anal 50:3099–3112 Feyzioglu O, Altinel IK, Ozekici S (2008) Optimum component test plans for phased-mission systems. Eur J Oper Res 185:255–265 Fischer T (1983) Contributions to semi-infinite linear optimization. Meth Verf Math Phys 27:175–199 Goberna MA, López MA, Todorov MI (1996) Stability theory for linear inequality systems. SIAM J Matrix Anal Appl 17:730–743 Goberna MA, González E, Martinez-Legaz JE, Todorov MI (2010) Motzkin decomposition of closed convex sets. J Math Anal Appl 364:209–221 Gómez JA, Gómez W (2006) Cutting plane algorithms for robust conic convex optimization problems. Optim Methods Softw 21:779–803 Guo P, Huang GH, He L, Cai YP (2008) ICCSIP: An inexact chance-constrained semi-infinite programming approach for energy systems planning under uncertainty. Energy Sour A, Recovery Util Environ Eff 30:1345–1366 Guo P, Huang GH, He L (2008) ISMISIP: an inexact stochastic mixed integer linear semi-infinite programming approach for solid waste management and planning under uncertainty. Stoch Environ Res Risk Assess 22:759–775 Guo P, Huang GH, He L, Sun BW (2008) ITSSIP: Interval-parameter two-stage stochastic semi-infinite programming for environmental management under uncertainty. Environ Model Softw 23:1422–1437 He L, Huang GH (2008) Optimization of regional waste management systems based on inexact semi-infinite programming. Can J Civ Eng 35:987–998 He L, Huang GH, Zeng GM, Lu HW (2009) Identifying optimal regional solid waste management strategies through an inexact integer programming model containing infinite objectives and constraints. Waste Manag 29:21–31 Huang GH, He L, Zeng GM, Lu HW (2008) Identification of optimal urban solid waste flow schemes under impacts of energy prices. Environ Eng Sci 25:685–695 Karimi A, Galdos G (2010) Fixed-order H ∞ controller design for nonparametric models by convex optimization. Automatica 46:1388–1394 Klabjan D, Adelman D (2007) An infinite-dimensional linear programming algorithm for deterministic semi-Markov decision processes on Borel spaces. Math Oper Res 32:528–550 Krishnan K, Mitchel JE (2006) A semidefinite programming based polyhedral cut and price approach for the maxcut problem. Comput Optim Appl 33:51–71 Leibfritz F, Maruhn JH (2009) A successive SDP-NSDP approach to a robust optimization problem in finance. Comput Optim Appl 44:443–466 Mangasarian OL, Wild EW (2007) Nonlinear knowledge in kernel approximation. IEEE Trans Neural Netw 18:300–306 Mangasarian OL, Wild EW (2008) Nonlinear knowledge-based classification. IEEE Trans Neural Netw 19:1826–1832 Maruhn JH (2009) Robust static super-replication of barrier options. De Gruyter, Berlin Maruhn JH (2009) Duality in static hedging of barrier options. Optimization 58:319–333 Ozogur S, Weber GW (2010) On numerical optimization theory of infinite kernel learning. J Glob Optim 48:215–239 Ozogur S, Weber GW (2010) Infinite kernel learning via infinite and semi-infinite programming. Optim Methods Softw 25:937–970 Peña J, Vera JC, Zuluaga LF (2010) Static-arbitrage lower bounds on the prices of basket options via linear programming. Quant Finance 10:819–827 Prékopa A (2009) Inequalities for discrete higher order convex functions. J Math Inequal 3:485–498 Robinson SM (1975) Stability theory for systems of inequalities. I. Linear systems. SIAM J Numer Anal 12:754–769 Sonnenburg S, Rätsch G, Schäfer C, Schölkopf B (2006) Large scale multiple kernel learning. J Mach Learn Res 7:1531–1565 Todorov MI (1985–1986) Generic existence and uniqueness of the solution set to linear semi-infinite optimization problems. Numer Funct Anal Optim 8:541–556 Vercher E (2008) Portfolios with fuzzy returns: selection strategies based on semi-infinite programming. J Comput Appl Math 217:381–393 Wan Z, Meng FZ, Hao AY, Wang YL (2009) Optimization of the mixture design for alumina sintering with fuzzy ingredients. Hunan Daxue Xuebao 36:55–58 Zhu LM, Ding Y, Ding H (2006) Algorithm for spatial straightness evaluation using theories of linear complex Chebyshev approximation and semi-infinite linear programming. J Manuf Sci Eng 128:167–174