Generalized Goal Programming: Polynomial Methods and Applications

In this paper we address a general Goal Programming problem with linear objectives, convex constraints, and an arbitrary componentwise nondecreasing norm to aggregate deviations with respect to targets. In particular, classical Linear Goal Programming problems, as well as several models in Location and Regression Analysis are modeled within this framework. In spite of its generality, … Read more

On implementing a primal-dual interior-point method for conic quadratic optimization

Conic quadratic optimization is the problem of minimizing a linear function subject to the intersection of an affine set and the product of quadratic cones. The problem is a convex optimization problem and has numerous applications in engineering, economics, and other areas of science. Indeed, linear and convex quadratic optimization is a special case. Conic … Read more

Cooperative games on antimatroids

The aim of this paper is to introduce cooperative games with a feasible coalition system which is an antimatroid. These combinatorial structures generalize the permission structures, which have nice economical applications. With this goal, we first characterize the approaches from a permission structure with special classes of antimatroids. Next, we use the concept of interior … Read more