The paper discusses three general classes of nonlinear programming models. Our objective is to show how to represent optimization problem, such as nonlinear programs, in a compact format using extended mathematical programming. This is a useful tool, especially in cases when complementarity...

This paper demonstates the existence of a finite set of equilibria in the case of the indeterminacy of linear rational expectations models. The number of equilibria corresponds to the number of ways to select n eigenvectors among a larger set of eigenvectors related to stable eigenvalues. A...

We identify necessary and sufficient conditions under which a finite data set of price vectors and consumption bundles can be rationalized by a weakly separable utility function.  Our result could be understood as a generalization of Afriat's Theorem.

Consider a finite data set of price vectors and consumption bundles; under what conditions will there be a weakly separable utlity function that rationalizes the data?  This paper shows that rationalization in this sense is possible if and only if there exists a preference order on some finite...

We formulate the maintenance scheduling decision as a dynamic optimization problem, subject to an accelerating decay. This approach offers a formal, yet intuitive, weighting of the trade-offs involved when deciding a maintenance schedule. The optimal maintenance schedule reflects the trade-off...

Despite linear programming and duality have correctly been incorporated in algorithms to compute the nucleolus, we have found mistakes in how these have been used in a broad range of applications. Overlooking the fact that a linear program can have multiple optimal solutions and neglecting the...

In terms of social networks, split graphs correspond to the variety of interpersonal and intergroup relations. In this paper we analyse the interaction between the cliques (socially strong and trusty groups) and the independent sets (fragmented and non-connected groups of people) as the basic...

Recently Beltrán-Royo, Vial & Alonso-Ayuso (2012) presented a semi-Lagrangean relaxation for the classical p-median location problem and for the incapacitated facility location problem. The results, obtained using the semi-Lagrangean relaxation approach, were quite impressive. In this paper we...