Showing 1 - 6 of 6
In this note we consider the question under which conditions all entries of the matrix I-(I+X)-1 are nonnegative in case matrix X is a real positive definite matrix.Sufficient conditions are presented as well as some necessary conditions.One sufficient condition is that matrix X-1 is an inverse...
Persistent link: https://www.econbiz.de/10011090666
Abstract This article presents a novel combination of robust optimization developed in mathematical programming, and robust parameter design developed in statistical quality control. Robust parameter design uses metamodels estimated from experiments with both controllable and environmental...
Persistent link: https://www.econbiz.de/10011091050
This paper introduces methods to coordinate black box simulations in the construction of metamodels for situations in which we have to deal with coupled black boxes.We de.ne three coordination methods: parallel simulation, sequential simulation and sequential modeling.To compare these three...
Persistent link: https://www.econbiz.de/10011091077
This paper considers analogues of statements concerning compactness and finite coverings, in which the roles of spheres are replaced by cones. Furthermore, one of the finite covering results provides an application in Multi-Objective Programming; infinite sets of alternatives are reduced to...
Persistent link: https://www.econbiz.de/10011091377
Abstract: Robust optimization (RO) is a young and active research field that has been mainly developed in the last 15 years. RO techniques are very useful for practice and not difficult to understand for practitioners. It is therefore remarkable that real-life applications of RO are still...
Persistent link: https://www.econbiz.de/10011091982
Abstract: Adjustable robust optimization (ARO) is a technique to solve dynamic (multistage) optimization problems. In ARO, the decision in each stage is a function of the information accumulated from the previous periods on the values of the uncertain parameters. This information, however, is...
Persistent link: https://www.econbiz.de/10011092090