Search Results - subject:"Alternating direction method"

Contribution-driven cooperative trading strategy for multi-energy virtual power plants in the electricity-carbon coupled markets : an asymmetric Nash bargaining model

Wei, Hui; Zhang, Jianmin - In: Energy strategy reviews 63 (2026), pp. 1-24

direction method of multipliers algorithm-based distributed solution enables coordinated optimization while preserving the … enhance computational efficiency: (1) alliance cost minimization and (2) benefit distribution. Furthermore, an alternating …

Persistent link: https://www.econbiz.de/10015605066

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

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

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

ADMM-based augmented Lagrangian methods for robust aircraft recovery problem considering connection time, resource capacity and maintenance flexibility

Jiang, Jianlin; Zhang, Sijia; Tang, Yucong; Guo, Yuzhen; … - In: Transportation research : an international journal 201 (2025), pp. 1-28

Persistent link: https://www.econbiz.de/10015451602

Decision making under cumulative prospect theory : an alternating direction method of multipliers

Cui, Xiangyu; Jiang, Rujun; Shi, Yun; Xiao, Rufeng; … - In: INFORMS journal on computing : JOC ; charting new … 37 (2025) 4, pp. 856-873

Persistent link: https://www.econbiz.de/10015453360

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; … - In: Transportation research : an international journal 189 (2024), pp. 1-17

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

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