• Refine Query
  • Source
  • Publication year
  • to
  • Language
  • 4181
  • 1559
  • 597
  • 349
  • 332
  • 191
  • 77
  • 65
  • 64
  • 57
  • 57
  • 57
  • 57
  • 57
  • 56
  • Tagged with
  • 10307
  • 3503
  • 1709
  • 1318
  • 1283
  • 1203
  • 1170
  • 1070
  • 1025
  • 985
  • 928
  • 927
  • 801
  • 762
  • 635
  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

Quadratic approximation methods for constrained nonlinear programming

Eu, Jai Hong 05 1900 (has links)
No description available.

The box method for minimizing strictly convex functions over convex sets

Edwards, Teresa Dawn 08 1900 (has links)
No description available.

Multistage quadratic stochastic programming

Lau, Karen Karman, School of Mathematics, UNSW January 1999 (has links)
Multistage stochastic programming is an important tool in medium to long term planning where there are uncertainties in the data. In this thesis, we consider a special case of multistage stochastic programming in which each subprogram is a convex quadratic program. The results are also applicable if the quadratic objectives are replaced by convex piecewise quadratic functions. Convex piecewise quadratic functions have important application in financial planning problems as they can be used as very flexible risk measures. The stochastic programming problems can be used as multi-period portfolio planning problems tailored to the need of individual investors. Using techniques from convex analysis and sensitivity analysis, we show that each subproblem of a multistage quadratic stochastic program is a polyhedral piecewise quadratic program with convex Lipschitz objective. The objective of any subproblem is differentiable with Lipschitz gradient if all its descendent problems have unique dual variables, which can be guaranteed if the linear independence constraint qualification is satisfied. Expression for arbitrary elements of the subdifferential and generalized Hessian at a point can be calculated for quadratic pieces that are active at the point. Generalized Newton methods with linesearch are proposed for solving multistage quadratic stochastic programs. The algorithms converge globally. If the piecewise quadratic objective is differentiable and strictly convex at the solution, then convergence is also finite. A generalized Newton algorithm is implemented in Matlab. Numerical experiments have been carried out to demonstrate its effectiveness. The algorithm is tested on random data with 3, 4 and 5 stages with a maximum of 315 scenarios. The algorithm has also been successfully applied to two sets of test data from a capacity expansion problem and a portfolio management problem. Various strategies have been implemented to improve the efficiency of the proposed algorithm. We experimented with trust region methods with different parameters, using an advanced solution from a smaller version of the original problem and sorting the stochastic right hand sides to encourage faster convergence. The numerical results show that the proposed generalized Newton method is a highly accurate and effective method for multistage quadratic stochastic programs. For problems with the same number of stages, solution times increase linearly with the number of scenarios.

Higher-order functional languages and intensional logic

Rondogiannis, Panagiotis 10 April 2015 (has links)

Towards a semantics bridge between structured specifications and logicspecifications

梁秉雄, Leung, Ping-hung, Karl Richard. January 1992 (has links)
published_or_final_version / Computer Science / Master / Master of Philosophy

Improving banch-and-price algorithms and applying them to Stochastic programs /

Silva, Eduardo Ferreira. January 2004 (has links) (PDF)
Thesis (Ph. D. in Operations Research)--Naval Postgraduate School, Sept. 2004. / Thesis Advisor(s): R. Kevin Wood. Includes bibliographical references (p. 71-80). Also available online.

Computing stable models of logic programs

Singhi, Soumya. January 2003 (has links) (PDF)
Thesis (M.S.)--University of Kentucky, 2003. / Title from document title page (viewed June 21, 2004). Document formatted into pages; contains viii, 55 p. : ill. Includes abstract and vita. Includes bibliographical references (p. 52-54).

Towards a semantics bridge between structured specifications and logic specifications /

Leung, Ping-hung, Karl Richard. January 1992 (has links)
Thesis (M. Phil.)--University of Hong Kong, 1992.

Pairing inequalities and stochastic lot-sizing problems a study in integer programming /

Guan, Yongpei. January 2005 (has links)
Thesis (Ph. D.)--Industrial and Systems Engineering, Georgia Institute of Technology, 2006u. / Nemhauser, George L., Committee Chair ; Ahmed, Shabbir, Committee Member ; Bartholdi, John J., Committee Member ; Takriti, Samer, Committee Member ; Gu, Zonghao, Committee Member.

Optimizing multi-ship, multi-mission operational planning for the Joint Force Maritime Component Commander.

Silva, Robert A. January 2009 (has links) (PDF)
Thesis (M.S. in Operations Research)--Naval Postgraduate School, March 2009. / Thesis Advisor(s): Carlyle, W. Matthew. "March 2009." Description based on title screen as viewed on April 24, 2009. Author(s) subject terms: Integer Programming, Operational Planning, Navy Mission Planner, Navy Asset-Mission Pairing, Maritime Headquarters, Maritime Operations Center, Constrained Enumeration, Stack-based Enumeration, Mathematical Programming, Optimization, Decision Aid, Planning Tool, Ship Employment Schedule. Includes bibliographical references (p. 61-62). Also available in print.

Page generated in 0.1213 seconds