1 citations · 1 across the 3 of their papers we have counts for
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On convergence of a -random coordinate constrained algorithm for non-convex problems
Alireza Ghaffari-Hadigheh, Lennart Sinjorgo, Renata Sotirov
We propose a random coordinate descent algorithm for optimizing a non-convex objective function subject to one linear constraint and simple bounds on the variables. Although it is…
Optimal Reinsurance: A Ruin-Related Uncertain Programming Approach
Wrya Vakili, Alireza Ghaffari-Hadigheh
We investigate the role of reinsurance in maximizing the wealth of an insurance company. We use Liu's uncertainty theory (B. Liu, 2007) for the problem modeling and follow-up compu…
Induced optimal partition invariancy in linear optimization: constraints perturbation
Nayyer Mehanfar, Alireza Ghaffari-Hadigheh
In this paper, we study uni-parametric linear optimization problems, in which simultaneously the right-hand-side and the left-hand-side of constraints are linearly perturbed with i…