Search Results - subject:"Alternating direction method"

Modeling, Analysis and Optimization for Mathematical Finance, Economics and Risks

Yao, Jing (contributor); Hu, Xiang (contributor); … - 2024

Modeling, Analysis, and Optimization for Mathematical Finance, Economics, and Risks is a critical domain that integrates mathematical theory with practical applications to address the complexities of modern financial and economic systems. This special issue focuses on recent studies that are...

Persistent link: https://www.econbiz.de/10015325017

Automatic segmentation of insurance rating classes under ordinal constraints via group fused lasso

Takahashi, Atsumori; Nomura, Shunichi - In: Asia-Pacific journal of risk and insurance : APJRI 17 (2023) 1, pp. 113-142

Persistent link: https://www.econbiz.de/10014288337

Sparse group principal component analysis using elastic-net regularisation and its application to virtual metrology in semiconductor manufacturing

Lee, Geonseok; Wang, Tianhui; Kim, Dohyun; Jeong, Myong Kee - In: International journal of production research 63 (2025) 3, pp. 865-881

Persistent link: https://www.econbiz.de/10015198396

Fully distributed convex hull pricing based on alternating direction method of multipliers

Yang, Linfeng; Qin, Qinghong; Chen, Shifei; Jian, Jinbao - In: Computers & operations research : an international journal 173 (2025), pp. 1-13

Persistent link: https://www.econbiz.de/10015100767

Passenger service-oriented timetable rescheduling for large-scale disruptions in a railway network : A heuristic-based alternating direction method of multipliers

Xiu, Cong; Pan, Jinyi; D'Ariano, Andrea; Zhan, Shuguang; … - In: Omega : the international journal of management science 125 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10014533666

Sparse portfolio optimization via ℓ1 over ℓ2 regularization

Wu, Zhongming; Sun, Kexin; Ge, Zhili; Allen-Zhao, Zhihua; … - In: European journal of operational research : EJOR 319 (2024) 3, pp. 820-833

Persistent link: https://www.econbiz.de/10015085058

A novel parallel computing framework for traffic assignment problem : integrating alternating direction method of multipliers with Jacobi over relaxation method

Liu, Zhiyuan; Dong, Yu; Zhang, Honggang; Zheng, Nan; … - 2024

Persistent link: https://www.econbiz.de/10015097212

Traffic signal control under stochastic traffic demand and vehicle turning via decentralized decomposition approaches

Fei, Xinyu; Wang, Xingmin; Yu, Xian; Feng, Yiheng; Liu, … - In: European journal of operational research : EJOR 310 (2023) 2, pp. 712-736

Persistent link: https://www.econbiz.de/10014340773

L1-penalized pairwise difference estimation for a high-dimensional censored regression model

Pan, Zhewen; Xie, Jianhui - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 283-297

Persistent link: https://www.econbiz.de/10014448134

Efficient dual ADMMs for sparse compressive sensing MRI reconstruction

Ding, Yanyun; Li, Peili; Xiao, Yunhai; Zhang, Haibin - In: Mathematical methods of operations research : ZOR 97 (2023) 2, pp. 207-231

Persistent link: https://www.econbiz.de/10014334527