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Convex duality and the Skorokhod Problem. I

✍ Scribed by Paul Dupuis; Kavita Ramanan


Publisher
Springer
Year
1999
Tongue
English
Weight
249 KB
Volume
115
Category
Article
ISSN
1432-2064

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πŸ“œ SIMILAR VOLUMES


A simplicial branch and duality bound al
✍ Pei-Ping Shen; Yun-Peng Duan; Yong-Gang Pei πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 601 KB

This article presents a simplicial branch and duality bound algorithm for globally solving the sum of convex-convex ratios problem with nonconvex feasible region. To our knowledge, little progress has been made for globally solving this problem so far. The algorithm uses a branch and bound scheme wh