The parameter vector can be subject to a set of m linear equality and inequality constraints: The coefficients a ij and right-hand sides b i of the equality and inequality constraints are collected in ...

In this article, we derive second-order necessary conditions of optimality for an abstract optimization problem with equality and inequality constraints and constraints in the form of an inclusion ...

Abstract A new characterization of the exact minimax penalty function method is presented. The exactness of the penalization for the exact minimax penalty function method is analyzed in the context of ...

Recently, a new approach for optimization of conditional value-at-risk (CVAR) was suggested and tested with several applications. For continuous distributions, CVAR is defined as the expected loss ...

The Constraint Reasoning and Optimization Group led by Matt Järvisalo at the University of Helsinki has openings for postdoctoral researchers and exceptional PhD candidates The (CoReO) led by Prof. at ...

The parameter vector may be subject to a set of m linear equality and inequality constraints: A serious numerical problem can arise when some of the active constraints become (nearly) linearly ...