This paper presents a set of complete solutions and optimality conditions for a nonconvex quadratic-exponential optimization problem. By using the canonical duality theory developed by the first author, the nonconvex primal problem in n-dimensional space can be converted into an one-dimensional...

In this paper, an interior-point based global filtering algorithm is proposed to solve linear programming problems with the right-hand-side and cost vectors being stochastic. Previous results on the limiting properties of the Kalman filtering process have been extended to handle some...

Univariate cubic L <Subscript>1</Subscript> splines provide C <Superscript>1</Superscript>-smooth, shape-preserving interpolation of arbitrary data, including data with abrupt changes in spacing and magnitude. The minimization principle for univariate cubic L <Subscript>1</Subscript> splines results in a nondifferentiable convex optimization problem. In order to...</subscript></superscript></subscript>

Consider a min-max problem in the form of min<Subscript> xεX </Subscript>max<Subscript>1≤i≤m </Subscript>{f <Subscript> i </Subscript>(x)}. It is well-known that the non-differentiability of the max functionF(x) ≡ max<Subscript>1≤i≤m </Subscript>{f <Subscript> i </Subscript>(x)} presents difficulty in finding an optimal solution. An entropic regularization procedure provides a smooth...</subscript></subscript></subscript></subscript></subscript>

This paper studies a nonstationary inventory and pricing problem. We consider a two-echelon supply chain with one supplier and two retailers, in which the supplier carries all inventory to supply the retailers. Both the reserved and pooled inventory systems are analyzed. Results with normally...