Duality and martingales: a stochastic programming perspective on contingent claims

JOURNAL ARTICLE published February 2002 in Mathematical Programming

Authors: Alan J. King

The flow circulation sharing problem

JOURNAL ARTICLE published June 1983 in Mathematical Programming

Authors: J. Randall Brown

On implicit function theorem for locally Lipschitz equations

JOURNAL ARTICLE published March 2023 in Mathematical Programming

Authors: Aram V. Arutyunov | Sergey E. Zhukovskiy

The extended linear complementarity problem

JOURNAL ARTICLE published December 1995 in Mathematical Programming

Authors: Bart De Schutter | Bart De Moor

Global stability of first-order methods for coercive tame functions

JOURNAL ARTICLE published 6 October 2023 in Mathematical Programming

Research funded by National Science Foundation (2023032) | Office of Naval Research Global (N00014-21-1-2282)

Authors: Cédric Josz | Lexiao Lai

Smoothed analysis of integer programming

JOURNAL ARTICLE published 12 March 2007 in Mathematical Programming

Authors: Heiko Röglin | Berthold Vöcking

Generalized dynamic programming methods in integer programming

JOURNAL ARTICLE published December 1973 in Mathematical Programming

Authors: Laurence A. Wolsey

Partitions into odd chains

JOURNAL ARTICLE published February 1987 in Mathematical Programming

Authors: D. de Werra

Portfolio construction based on stochastic dominance and target return distributions

JOURNAL ARTICLE published September 2006 in Mathematical Programming

Authors: Diana Roman | Ken Darby-Dowman | Gautam Mitra

No-gap second-order optimality conditions for optimal control problems with a single state constraint and control

JOURNAL ARTICLE published March 2009 in Mathematical Programming

Authors: J. Frédéric Bonnans | Audrey Hermant

A successive difference-of-convex approximation method for a class of nonconvex nonsmooth optimization problems

JOURNAL ARTICLE published July 2019 in Mathematical Programming

Research funded by Hong Kong Research Grants Council (PolyU153085/16p) | Grant-in-Aid for Scientific Research (15K00031)

Authors: Tianxiang Liu | Ting Kei Pong | Akiko Takeda

A continuous approach to inductive inference

JOURNAL ARTICLE published May 1992 in Mathematical Programming

Authors: Anil P. Kamath | Narendra K. Karmarkar | K. G. Ramakrishnan | Mauricio G. C. Resende

Critical solutions of nonlinear equations: stability issues

JOURNAL ARTICLE published March 2018 in Mathematical Programming

Authors: A. F. Izmailov | A. S. Kurennoy | M. V. Solodov

A new bound for the quadratic assignment problem based on convex quadratic programming

JOURNAL ARTICLE published February 2001 in Mathematical Programming

Authors: Kurt M. Anstreicher | Nathan W. Brixius

Spectral risk measures: the risk quadrangle and optimal approximation

JOURNAL ARTICLE published March 2019 in Mathematical Programming

Research funded by Defense Sciences Office, DARPA (SNL 014150709)

Authors: Drew P. Kouri

Solving matching problems with linear programming

JOURNAL ARTICLE published December 1985 in Mathematical Programming

Authors: M. Grötschel | O. Holland

A simplex algorithm for piecewise-linear programming III: Computational analysis and applications

JOURNAL ARTICLE published January 1992 in Mathematical Programming

Authors: Robert Fourer

A duality based 2-approximation algorithm for maximum agreement forest

JOURNAL ARTICLE published March 2023 in Mathematical Programming

Research funded by National Science Foundation (CCF-1526067,CCF-1522054) | Nederlandse Organisatie voor Wetenschappelijk Onderzoek (Veni 639.071.307) | Simons Foundation (359525) | Nederlandse Organisatie voor Wetenschappelijk Onderzoek (016.Vidi.189.087,024.002.003)

Authors: Neil Olver | Frans Schalekamp | Suzanne van der Ster | Leen Stougie | Anke van Zuylen

Call for papers

JOURNAL ARTICLE published January 1989 in Mathematical Programming

Announcement of a summer school on NP-completeness: The first 20 years

JOURNAL ARTICLE published November 1990 in Mathematical Programming