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 objective coefficient ranging analysis, discussed in the last example, is useful for accessing the effects of changing costs and returns on the optimal solution if each objective function ...

This is a preview. Log in through your library . Abstract A method is proposed for finding a closed form expression for the cumulative distribution function (CDF) of the maximum value of the objective ...

can be solved by solving an equivalent linear complementarity problem when H is positive semidefinite. The approach is outlined in the discussion of the LCP subroutine in Chapter 17, "Language ...