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Year of publication
Subject
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Convex optimization 117 Mathematical programming 113 Mathematische Optimierung 112 Theorie 111 Theory 111 convex optimization 86 Konvexe Optimierung 40 Algorithm 20 Algorithmus 20 Convex Optimization 20 Nichtlineare Optimierung 13 Nonlinear programming 13 Stochastic process 13 Stochastischer Prozess 13 Optimierung 12 Estimation theory 11 Schätztheorie 11 optimal methods 11 Operations Research 8 Operations research 8 Portfolio selection 8 Portfolio-Management 8 complexity bounds 8 lower complexity bounds 8 Spieltheorie 7 non-smooth optimization 7 tensor methods 7 Lineare Optimierung 6 Robust statistics 6 Robustes Verfahren 6 structural optimization 6 Arbitrage Pricing 5 Arbitrage pricing 5 Dynamic programming 5 Dynamische Optimierung 5 Forecasting model 5 Game theory 5 Prognoseverfahren 5 Risiko 5 Risk 5
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Online availability
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Undetermined 125 Free 87 CC license 3
Type of publication
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Article 145 Book / Working Paper 99
Type of publication (narrower categories)
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Article in journal 105 Aufsatz in Zeitschrift 105 Graue Literatur 36 Non-commercial literature 36 Working Paper 34 Arbeitspapier 30 Hochschulschrift 7 Article 3 Konferenzschrift 3 Collection of articles of several authors 2 Sammelwerk 2 Thesis 2 research-article 2 Aufsatz im Buch 1 Book section 1 Conference paper 1 Conference proceedings 1 Dissertation u.a. Prüfungsschriften 1 Konferenzbeitrag 1 Lehrbuch 1 Textbook 1 editorial 1
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Language
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English 168 Undetermined 68 German 7 Polish 1
Author
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Nesterov, Jurij Evgenʹevič 16 NESTEROV, Yurii 10 NESTEROV, Yu. 9 NESTEROV, Yu 5 Athanassoglou, Stergios 4 Doikov, Nikita 4 Xie, Tian 4 Ghate, Archis 3 Glineur, François 3 Lettau, Martin 3 Ackooij, Wim van 2 Ajdari, Ali 2 Avdeeva, Ligija Igorevna 2 Azhmyakov, Vadim 2 Baes, Michel 2 Borm, Peter 2 Boyd, Stephen P. 2 Brinkhuis, Jan 2 Bürgisser, Michael 2 Camlibel, Kanat 2 Devolder, Olivier 2 Egardt, Bo 2 Fosgerau, Mogens 2 Fränkel, Heiner 2 GLINEUR, François 2 Gasnikov, Alexander 2 Goberna, M. A. 2 Gu, Jiaying 2 Hu, Xiaosong 2 Johannesson, Lars 2 Koenker, Roger 2 Kuhn, Daniel 2 Küfer, Karl-Heinz 2 Lammel, Ina 2 Lasserre, Jean-Bernard 2 Li, Xiaobo 2 Loris, Ignace 2 Luo, Zhi-Quan 2 Melo, Emerson 2 Murgovski, Nikolce 2
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Institution
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 26 Sloan School of Management, Massachusetts Institute of Technology (MIT) 2 Symposium on Convexity and Duality in Optimization <1984, Groningen> 2 Books on Demand GmbH <Norderstedt> 1 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Economics Department, Queen's University 1 Erasmus University Rotterdam, Econometric Institute 1 Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Finance Discipline Group, Business School 1 Fondazione ENI Enrico Mattei (FEEM) 1 International Symposium on Generalized Convexity, Monotonicity <8, 2005, Varese> 1 National Bureau of Economic Research 1 Rijksuniversiteit <Groningen> 1 Rijksuniversiteit Groningen 1 Tilburg University, Center for Economic Research 1 Uniwersytet Ekonomiczny w Katowicach 1
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Published in...
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CORE Discussion Papers 26 CORE discussion papers : DP 19 Mathematics of operations research 15 Operations research letters 11 Computational Optimization and Applications 7 European journal of operational research : EJOR 7 Operations research 7 Computational Statistics 5 Lecture notes in economics and mathematical systems : LNEMS 5 Computational management science 4 INFORMS journal on computing : JOC 4 Management science : journal of the Institute for Operations Research and the Management Sciences 4 Mathematical methods of operations research 4 Mathematical methods of operations research : ZOR 4 Computational economics 3 Dissertation Series CentER 3 Journal of mathematical economics 3 Mathematical Methods of Operations Research 3 4OR : quarterly journal of the Belgian, French and Italian Operations Research Societies 2 Applied Energy 2 Computers & operations research : and their applications to problems of world concern ; an international journal 2 Economics letters 2 INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences 2 LIDAM discussion paper CORE 2 Lecture notes in economics and mathematical systems : operations research, computer science, social science 2 Management Science 2 Nota di Lavoro 2 Omega : the international journal of management science 2 Operations research letters : a journal of INFORMS devoted to the rapid publication of concise contributions in operations research 2 TOP: An Official Journal of the Spanish Society of Statistics and Operations Research 2 Working papers / Sloan School of Management, Massachusetts Institute of Technology (MIT) 2 Australian Mathematical Society lecture series 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 CentER Discussion paper Series 1 Central European journal of operations research 1 Computational Management Science 1 Computational Management Science : CMS 1 Computational Statistics & Data Analysis 1 Computers & operations research : an international journal 1 Decision sciences 1
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Source
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ECONIS (ZBW) 157 RePEc 68 USB Cologne (EcoSocSci) 8 EconStor 7 Other ZBW resources 4
Showing 1 - 50 of 244
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An approximation algorithm for multiobjective mixed-integer convex optimization
Lammel, Ina; Küfer, Karl-Heinz; Süss, Philipp - In: Mathematical Methods of Operations Research 100 (2024) 1, pp. 321-350
In this article we introduce an algorithm that approximates the nondominated sets of multiobjective mixed-integer convex optimization problems. The algorithm constructs an inner and outer approximation of the front exploiting the convexity of the patches for problems with an arbitrary number of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015358799
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Convex optimization via inertial algorithms with vanishing Tikhonov regularization : fast convergence to the minimum norm solution
Attouch, Hedy; László, Szilárd Csaba - 2024
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Gradient methods for stochastic optimization in relative scale
Nesterov, Jurij Evgenʹevič; Rodomanov, Anton - 2024 - Version 0.3.0
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015077358
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An approximation algorithm for multiobjective mixed-integer convex optimization
Lammel, Ina; Küfer, Karl-Heinz; Süss, Philipp - In: Mathematical methods of operations research : ZOR 100 (2024) 1, pp. 321-350
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On the nature of Bregman functions
Pauwels, Edouard - In: Operations research letters : a journal of INFORMS … 57 (2024), pp. 1-5
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A real-time balancing market optimization with personalized prices : from bilevel to convex
Shomalzadeh, Koorosh; Scherpen, Jacquelien M. A.; … - In: Operations research perspectives 10 (2023), pp. 1-10
This paper studies the static economic optimization problem of a system with a single aggregator and multiple prosumers in a Real-Time Balancing Market (RTBM). The aggregator, as the agent responsible for portfolio balancing, needs to minimize the cost for imbalance satisfaction in real-time by...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014448271
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Minimum capital requirement and portfolio allocation for non-life insurance : a semiparametric model with Conditional Value-at-Risk (CVaR) constraint
Staino, Alessandro; Russo, Emilio; Costabile, Massimo; … - In: Computational management science 20 (2023) 1, pp. 1-32
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Parametric semidefinite programming : geometry of the trajectory of solutions
Bellon, Antonio; Henrion, Didier; Kungurtsev, Vyacheslav; … - In: Mathematics of operations research 50 (2025) 1, pp. 410-430
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High Dimensional Factor Models with an Application to Mutual Fund Characteristics
Lettau, Martin - 2022
This paper considers extensions of 2-dimensional factor models to higher-dimension data that can be represented as tensors. I describe decompositions of tensors that generalize the standard matrix singular value decomposition and principal component analysis to higher dimensions. I estimate the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013296288
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Symmetry reduction in convex optimization with applications in combinatorics
Brosch, Daniel - 2022
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014285272
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High Dimensional Factor Models with an Application to Mutual Fund Characteristics
Lettau, Martin - National Bureau of Economic Research - 2022
This paper considers extensions of 2-dimensional factor models to higher-dimension data that can be represented as tensors. I describe decompositions of tensors that generalize the standard matrix singular value decomposition and principal component analysis to higher dimensions. I estimate the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013172133
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Forward-reflected-backward and shadow-Douglas-Rachford with partial inverse for solving monotone inclusions
Roldán, Fernando - In: Mathematical methods of operations research : ZOR 100 (2024) 3, pp. 723-752
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On supply and network investment in power systems
Ackooij, Wim van; Oudjane, Nadia - In: 4OR : quarterly journal of the Belgian, French and … 22 (2024) 4, pp. 465-481
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015175646
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Portfolio optimization with cumulative prospect theory utility via convex optimization
Luxenberg, Eric; Schiele, Philipp; Boyd, Stephen P. - In: Computational economics 64 (2024) 5, pp. 3027-3047
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Scheduling jobs to minimize a convex function of resource usage
Kis, Tamás; Szögi, Evelin - In: Computers & operations research : an international journal 169 (2024), pp. 1-14
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Flexible differentiable optimization via model transformations
Besançon, Mathieu; Garcia, Joaquim Dias; Legat, Benoît; … - In: INFORMS journal on computing : JOC ; charting new … 36 (2024) 2, pp. 456-478
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Decentralized optimization over slowly time-varying graphs : algorithms and lower bounds
Metelev, Dmitry; Beznosikov, Aleksandr; Rogozin, Alexander - In: Computational management science 21 (2024) 1, pp. 1-25
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Decentralized optimization with affine constraints over time-varying networks
Yarmoshik, Demyan; Rogozin, Alexander; Gasnikov, Alexander - In: Computational management science 21 (2024) 1, pp. 1-23
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Black-box acceleration of monotone convex program solvers
London, Palma; Vardi, Shai; Eghbali, Reza; Wierman, Adam - In: Operations research 72 (2024) 2, pp. 796-815
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Distributed continuous-time optimization for convex problems with coupling linear inequality constraints
Khamisov, Oleg O. - In: Computational management science 21 (2024) 1, pp. 1-20
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014636784
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Testing unconditional and conditional independence via mutual information
Ai, Chunrong; Sun, Li-Hsien; Zhang, Zheng; Zhu, Liping - In: Journal of econometrics 240 (2024) 2, pp. 1-31
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On proper separation of convex sets
Mehdiloo, Mahmood - In: Mathematical methods of operations research : ZOR 99 (2024) 3, pp. 349-364
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Inner Moreau envelope of nonsmooth conic chance-constrained optimization problems
Ackooij, Wim van; Pérez-Aros, Pedro; Soto, Claudia; … - In: Mathematics of operations research 49 (2024) 3, pp. 1419-1451
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Solving strong-substitutes product-mix auctions
Baldwin, Elizabeth; Goldberg, Paul; Klemperer, Paul; … - In: Mathematics of operations research 49 (2024) 3, pp. 1502-1534
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A perturbation framework for convex minimization and monotone inclusion problems with nonlinear compositions
Briceño-Arias, Luis M.; Combettes, Patrick L. - In: Mathematics of operations research 49 (2024) 3, pp. 1890-1914
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Fast algorithms for maximizing the minimum eigenvalue in fixed dimension
Brown, Adam; Laddha, Aditi; Singh, Mohit - In: Operations research letters : a journal of INFORMS … 57 (2024), pp. 1-7
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015339195
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Some remarks on CCP-based estimators of dynamic models
Fosgerau, Mogens; Melo, Emerson; Shum, Matthew; … - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012436854
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Gaining traction : on the convergence of an inner approximation scheme for probability maximization
Fábián, Csaba I. - In: Central European journal of operations research 29 (2021) 2, pp. 491-519
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Optimization methods for fully composite problems
Doikov, Nikita; Nesterov, Jurij Evgenʹevič - 2021
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Accelerated MM algorithms for inference of ranking scores from comparison data
Vojnović, Milan; Yun, Se-Young; Zhou, Kaifang - In: Operations research 71 (2023) 4, pp. 1318-1342
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An exact optimization method for coordinating the arrival times of urban rail lines at a common corridor
Gkiotsalitis, Konstantinos; Cats, Oded; Liu, Tao; Bult, … - In: Transportation research / E : an international journal 178 (2023), pp. 1-20
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Integer knapsack problems with profit functions of the same value range
Gurevsky, Evgeny; Kopelevich, Dmitry; Kovalev, Sergey; … - In: 4OR : quarterly journal of the Belgian, French and … 21 (2023) 3, pp. 405-419
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Replicating market makers
Angeris, Guillermo; Evans, Alex; Chitra, Tarun - In: Digital finance : smart data analytics, investment … 5 (2023) 2, pp. 367-387
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Joint location and cost planning in maximum capture facility location under random utilities
Ngan Ha Duong; Tien Thanh Dam; Thuy Anh Ta; Tien Mai - In: Computers & operations research : and their … 159 (2023), pp. 1-15
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Multiproduct pricing under the multinomial logit model with local network effects
Gopalakrishnan, Mohan; Zhang, Heng; Zhang, Zhiqi - In: Decision sciences 54 (2023) 4, pp. 447-466
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A bicriteria approximation algorithm for the minimum hitting set problem in measurable range spaces
Elbassioni, Khaled - In: Operations research letters 51 (2023) 5, pp. 507-514
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Synergies between operations research and quantum information science
Parekh, Ojas - In: INFORMS journal on computing : JOC ; charting new … 35 (2023) 2, pp. 266-273
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Infinite-dimensional fisher markets and tractable fair division
Gao, Yuan; Kroer, Christian - In: Operations research 71 (2023) 2, pp. 688-707
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Relationship between the distance consensus and the consensus degree in comprehensive minimum cost consensus models : a polytope-based analysis
García-Zamora, Diego; Dutta, Bapi; Massanet, Sebastia; … - In: European journal of operational research : EJOR 306 (2023) 2, pp. 764-776
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Convergence rate analysis of the multiplicative gradient method for PET-type problems
Zhao, Renbo - In: Operations research letters 51 (2023) 1, pp. 26-32
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Gradient boosting for convex cone predict and optimize problems
Butler, Andrew; Kwon, Roy H. - In: Operations research letters 51 (2023) 1, pp. 79-83
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Strong convexity of feasible sets in off-line and online optimization
Molinaro, Marco - In: Mathematics of operations research 48 (2023) 2, pp. 865-884
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014314942
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Derivation of coordinate descent algorithms from optimal control theory
Ross, Isaac M. - In: Operations research forum 4 (2023) 2, pp. 1-11
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On the softplus penalty for large-scale convex optimization
Li, Meng; Grigas, Paul; Atamtürk, Alper - In: Operations research letters 51 (2023) 6, pp. 666-672
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Inexact first-order primal–dual algorithms
Rasch, Julian; Chambolle, Antonin - In: Computational Optimization and Applications 76 (2020) 2, pp. 381-430
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No-arbitrage principle in conic finance
Vazifedan, Mehdi; Zhu, Qiji Jim - In: Risks 8 (2020) 2, pp. 1-34
In a one price economy, the Fundamental Theorem of Asset Pricing (FTAP) establishes that no-arbitrage is equivalent to the existence of an equivalent martingale measure. Such an equivalent measure can be derived as the normal unit vector of the hyperplane that separates the attainable gain...
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Superfast second-order methods for Unconstrained Convex Optimization
Nesterov, Jurij Evgenʹevič - 2020
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012271197
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Inexact accelerated high-order proximal-point methods
Nesterov, Jurij Evgenʹevič - 2020
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012271198
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Exploiting separability in a multisectoral model of oligopolistic competition
Aspremont, Claude d'; Dos Santos Ferreira, Rodolphe - 2020
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Inexact high-order proximal-point methods with auxiliary search procedure
Nesterov, Jurij Evgenʹevič - 2020
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012271202
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