Zobrazeno 1 - 10
of 37
pro vyhledávání: '"K. A. Ariyawansa"'
Autor:
K. A. Ariyawansa, Baha Alzalg
Publikováno v:
Journal of Mathematical Analysis and Applications. 409:973-995
We introduce and study two-stage stochastic symmetric programs with recourse to handle uncertainty in data defining (deterministic) symmetric programs in which a linear function is minimized over the intersection of an affine set and a symmetric cone
Publikováno v:
Journal of Optimization Theory and Applications. 155:1073-1083
Ariyawansa and Zhu have proposed a new class of optimization problems termed stochastic semidefinite programs to handle data uncertainty in applications leading to (deterministic) semidefinite programs. For stochastic semidefinite programs with finit
Autor:
K. A. Ariyawansa, Yuntao Zhu
Publikováno v:
Applied Mathematical Modelling. 35(5):2425-2442
Ariyawansa and Zhu have recently introduced (two-stage) stochastic semidefinite programs (with recourse) (SSDPs) [1] and chance-constrained semidefinite programs (CCSDPs) [2] as paradigms for dealing with uncertainty in applications leading to semide
Autor:
Yuntao Zhu, K. A. Ariyawansa
Publikováno v:
Mathematics of Computation. 80:1639-1661
Publikováno v:
Networks & Heterogeneous Media. 3:125-148
We study quasi-static deformation of dense granular packings. In the reference configuration, a granular material is under confining stress (pre-stress). Then the packing is deformed by imposing external boundary conditions, which model engineering e
Autor:
K. A. Ariyawansa, Wayne L. Tabor
Publikováno v:
Journal of Mathematical Analysis and Applications. 334:716-737
A family of algorithms for approximate solution of the bound-constrained minimization problem was introduced in [K.A. Ariyawansa, W.L. Tabor, A class of collinear scaling algorithms for bound-constrained optimization: Derivation and computational res
Autor:
K. A. Ariyawansa, Yuntao Zhu
Publikováno v:
4OR. 4:239-253
Semidefinite programs are a class of optimization problems that have been studied extensively during the past 15 years. Semidefinite programs are naturally related to linear programs, and both are defined using deterministic data. Stochastic programs
Publikováno v:
Journal of Mathematical Modelling and Algorithms. 4:369-390
Ariyawansa and Felt (2001, 2004) have recently created a test problem collection for testing software for stochastic linear programs. This freely-available, web-based collection was originally created with 35 problem instances from 11 problem familie
Autor:
Andrew J. Felt, K. A. Ariyawansa
Publikováno v:
INFORMS Journal on Computing. 16:291-299
The purpose of this paper is to introduce a new test-problem collection for stochastic linear programming that the authors have recently begun to assemble. While there are existing stochastic programming test-problem collections, our new collection h
Autor:
Wayne L. Tabor, K. A. Ariyawansa
Publikováno v:
Computing. 70:25-39
Ariyawansa [2] has introduced a line search termination criterion for collinear scaling minimization algorithms. However, he verified that this criterion provides sufficient decrease only in the case of objective functions that satisfy certain strong