The purpose of this paper is to furnish a computational scheme for a class of programming problems with nonlinear constraints. The algorithm is sequential in nature, producing a sequence of feasible solutions whose limit points are optimal solutions of the original problem. Further, with a view...

This paper obtains closed form expressions for minimax ordering decisions in a dynamic inventory problem in which demands in successive periods are independent random variables that have known (finite) mean and variance, but whose distributions are otherwise arbitrary and may change from period...

In probabilistic linear programming models the decision maker is typically assumed to know the probability distribution of the random parameters. Here it is assumed that the distribution functions of the parameters have a specified functional form F(t, \theta ), where \theta is an unknown (real)...

In public policy decision making and in capital planning fractional criterion functions occur. For a given set of desirable target values (goals) \tau _i, this paper develops an algorithm for solving a nonconvex programming problem of the type: Min_{x\in s} Max_i{\phi _i(f_i(x)/g_i(x) - \tau _i), i = 1,...

LaValle (LaValle, I. H. 1987. Response to `Use of sample information in stochastic recourse and chance-constrained programming models:' On the `Bayesability' of CCP's. Management Sci. 33 1224--1228.) claims that the utility function U(z, F₁, ..., F_n) I have assumed in Jagannathan (Jagannathan,...

In my recent paper "A Minimax Ordering Policy for the Infinite Stage Dynamic Inventory Problem," Management Sci., Vol. 24, No. 11 (July 1978), pp. 1138-1145, I noticed some errors in the proof of Theorem A.5 in the Appendix which made the proof somewhat incomplete. I have given below a correct...

This paper presents results which apply to convex programming problem in parametric form. The results secured are also related to the problem of fractional programming in a way which indicates computational possibilities for the latter class of problems. The results are extended to general...

A deterministic production planning problem with limited backlogging, inventory and production capacity constraints is considered. The model also includes a certain type of production cost function which is neither convex nor concave. A characterization of the extreme points is provided and an...