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Computational Optimization and Applications, Volume 24
Volume 24, Number 1, January 2003
- Joaquim João Júdice
, João Patrício
A Study of Preconditioners for Network Interior Point Methods. 5-35 - Olivier Péton
Multiple Cuts with a Homogeneous Analytic Center Cutting Plane Method. 37-61 - Fernando R. Villas-Bôas
Postponing the Choice of Penalty Parameter and Step Length. 63-81 - Bernd Luderer, J. Weigelt:
A Solution Method for a Special Class of Nondifferentiable Unconstrained Optimization Problems. 83-93 - Michael J. Best, Jaroslava Hlouskova:
Portfolio Selection and Transactions Costs. 95-116 - Christian H. Bischof, H. Martin Bücker
Exploiting Intermediate Sparsity in Computing Derivatives for a Leapfrog Scheme. 117-133 - Dirk V. Arnold
A Comparison of Evolution Strategies with Other Direct Search Methods in the Presence of Noise. 135-159
Volume 24, Numbers 2-3, February 2003
- Julia L. Higle, Suvrajeet Sen:
Introduction. 167 - Kjetil Høyland, Michal Kaut
A Heuristic for Moment-Matching Scenario Generation. 169-185 - Holger Heitsch, Werner Römisch:
Scenario Reduction Algorithms in Stochastic Programming. 187-206 - Jeff T. Linderoth, Stephen J. Wright:
Decomposition Algorithms for Stochastic Programming on a Computational Grid. 207-250 - Georg Ch. Pflug
A Note on the Recursive and Parallel Structure of the Birge and Qi Factorization for Tree Structured Linear Programs. 251-265 - Morten Riis, Rüdiger Schultz:
Applying the Minimum Risk Criterion in Stochastic Recourse Programs. 267-287 - Bram Verweij, Shabbir Ahmed
The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study. 289-333 - Urmila M. Diwekar
A Novel Sampling Approach to Combinatorial Optimization Under Uncertainty. 335-371
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