Semi-Lagrangean approach for price discovery in markets with non-convexities.

Veronica Araoz Kurt Jörnsten

Published in: Eur. J. Oper. Res. (2011)

Keyphrases

upper bound
knowledge discovery
data mining
discovery process
lower bound
column generation
genetic algorithm
grasp with path relinking
data sets
multi agent
optimal solution
data analysis
feasible solution
default theories
network design problem
scientific discovery