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The convergence theory of generalized pattern search algorithms for unconstrained optimization guarantees under mild conditions that the method produces a li...
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The one-sided one sample problem with bivariate data is considered. A conditionally distribution-free sign test is proposed for that problem. This test is ...
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The paper identifies conditions under which time-consistency and agreeability, two intertemporal individual rationality concepts, can be verified in linear-s...
BibTeX referenceA Unified Bayesian Approach to Small Area Estimation of Mean Parameters in Generalized Linear Models
In this study, we present a unified Bayesian approach to small area estimation of mean parameters in generalized linear models. The basic idea consists of in...
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We introduce a cutting plane, analytic center algorithm for strongly monotone variational inequalities (VIs). The approach extends that of Goffin, Marcotte...
BibTeX referenceRecent Trends in Arc Routing
Arc routing problems (ARPs) arise naturally in several applications where streets require maintenance, or customers located along road must be serviced. The ...
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We present a simple algorithm that finds a nonnegative solution to a system of linear inequalities. This algorithm can be taught to secondary or college leve...
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We consider linear programming relaxations for the max cut problem in graphs, based on <i>k</i>-gonal inequalities. We show that the integrality ratio for ra...
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We propose a test to detect multivariate ARCH effects in the residuals from a multivariate regression model. The absence of ARCH effects implies that the s...
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Finding augmenting chains is in the heart of the maximum matching problem, which is equivalent to the maximum stable set problem in the class of line graphs...
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We consider a new variant of constrained shortest path problem, where the constraints come from a set of forbidden paths (arc sequences) that cannot be part...
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The <i>Dial-a-Ride Problem</i> (DARP) consists of designing vehicle routes and schedules for <i>n</i> users who specify pick-up and drop-off requests betwee...
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In the undirected <i>Hierarchical Chinese Postman Problem</i> (HCPP), the edges of a graph are partitioned into clusters and must be serviced while respecti...
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The <i>Job Sequencing and Tool Switching Problem</i> (SSP) involves optimally sequencing jobs and assigning tools to a capacitated magazine in order to mini...
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In this paper, nonparametric tests are presented for the hypothesis of no direct treatment effects, as well as for the hypothesis of no carryover effects, f...
BibTeX referenceBIPA -- BIlevel Programming with Approximation Methods) -- Software Guide and Test Problems
This paper describes BIPA, a software for solving nonlinear bilevel programming problems. At each iteration, the underlying algorithm computes a linear-quad...
BibTeX referenceA Trust-Region Method for Nonlinear Bilevel Programming: Algorithm and Computational Experience
We consider the approximation of nonlinear bilevel mathematical programs by solvable programs of the same type, <i>i.e.</i>, bilevel programs involving line...
BibTeX referenceVariable Neighborhood Search for Extremal Graphs. 6. Analyzing Bounds for the Connectivity Index
Recently, Araujo and De la Pena (1998) gave bounds for the connectivity index of chemical trees as a function of this index for general trees and the ramifi...
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The pooling problem, which is fundamental to the petroleum industry, describes a situation where products possessing different attribute qualities are mixed...
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This paper deals with the class of uncertain continuous-time linear systems with Markovian jumps, time-delay, and saturating actuators. Under norm-bounded u...
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