Search Results - subject:"Bernstein approximation"

Robust binary optimization using a safe tractable approximation

Düzgün, Ruken; Thiele, Aurélie - In: Operations research letters 43 (2015) 4, pp. 445-449

Persistent link: https://www.econbiz.de/10011372394

On the Complexity of Optimization over the Standard Simplex

de Klerk, Etienne; Den Hertog, Dick; Elfadul, G.E.E. - Tilburg University, Center for Economic Research - 2005

We review complexity results for minimizing polynomials over the standard simplex and unit hypercube.In addition, we show that there exists a polynomial time approximation scheme (PTAS) for minimizing Lipschitz continuous functions and functions with uniformly bounded Hessians over the standard...

Persistent link: https://www.econbiz.de/10011091363

Some approximations of n-copulas

Mikusiński, Piotr; Taylor, Michael - In: Metrika 72 (2010) 3, pp. 385-414

Persistent link: https://www.econbiz.de/10008673983