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In the context of convex mixed integer nonlinear programming (MINLP), we investigate how the outer approximation method and the generalized Benders decomposition method are affected when the respective nonlinear programming (NLP) subproblems are solved inexactly. We show that the cuts in the...
Persistent link: https://www.econbiz.de/10010896368
We study the structure of pairwise stable networks from a very general point. Rather than assuming a particular functional form of utility, we simply assume that the society is homogeneous, i.e. that agents’ utilities differ only with respect to their network position while their names do not...
Persistent link: https://www.econbiz.de/10010897075
When dealing with location problems we are usually given a set of existing facilities and we are looking for the location of one or several new facilities. In the classical approaches weights are assigned to existing facilities expressing the importance of the new facilities for the existing...
Persistent link: https://www.econbiz.de/10010759193
convexity assumptions, but the third one does not need this kind of assumptions. However, it needs certain stochastic order …
Persistent link: https://www.econbiz.de/10010759326
Following a few words on multifunctions in the mathematical literature, a very brief recall on dual spaces, some preliminary notations and definitions in the introduction, we give some results on those functions in the second paragraph. In the third paragraph, a duality theory in...
Persistent link: https://www.econbiz.de/10010759517
In this paper we present compelling evidence from a detailed analysis of historical prepayment data to demonstrate that a mortgage cohort remembers the level of the previous mortgage rate troughs experienced by the cohort. This is a general property, observed ubiquitously, that inescapably leads...
Persistent link: https://www.econbiz.de/10005668404
Persistent link: https://www.econbiz.de/10005721988
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In this paper we study a class of cooperative sequencing games that arise from one-machine sequencing situations in which chain precedence relations are imposed on the jobs. It is shown that these sequencing games are convex.
Persistent link: https://www.econbiz.de/10005572226
exhibit a negative (positive) relationship and positive (negative) convexity. Practical implications Due to the curvature …
Persistent link: https://www.econbiz.de/10014989871