Application of ELECTRE III and DEA Methods in the Bpr of a Bank Branch Network
Applications comparées des méthodes d'analyse multicritère UTA
Applications de la programmation mathématique à l'analyse limite des structures
Asymptotic convergence of the steepest descent method for the exponential penalty in linear programming.
Augmented Lagrangian method for recourse problem of two-stage stochastic linear programming
In this paper, the augmented Lagrangian method is investigated for solving recourse problems and obtaining their normal solution in solving two-stage stochastic linear programming problems. The objective function of stochastic linear programming problem is piecewise linear and non-differentiable. Therefore, to use a smooth optimization methods, the objective function is approximated by a differentiable and piecewise quadratic function. Using quadratic approximation, it is required to obtain the...