In linear programming, the objective function is the function that it is desired to maximize or minimize. The human interaction equivalent is what matters most. Agreement on that, and on the steps to ...

The input argument fun refers to an IML module that specifies a function that returns f, a vector of length m for least-squares subroutines or a scalar for other optimization subroutines. The returned ...

We propose a parameter estimation method based on what we call the minimum decisional regret principle. We focus on mathematical programming models with objective functions that depend linearly on ...

The problem is considered of maximizing a function in a convex region. To solve this problem a new method is developed, to be called "method of feasible directions". It is a method of steep ascent.

Abstract: This paper introduces a novel surrogate modeldriven strategy to solve dynamic multi-objective optimization problems (DMOPs) with time-varying objective functions. This strategy holds promise ...

Abstract: This paper addresses the problem of tracking time-varying optimal trajectories for convex optimization problems where the objective function is time-varying and its explicit form is unknown ...