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  • Search: subject:"Constrained Optimization"
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Year of publication
Subject
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Theorie 97 Mathematical programming 96 Mathematische Optimierung 96 Theory 96 Constrained optimization 82 constrained optimization 70 Algorithm 18 Algorithmus 18 Portfolio selection 17 Portfolio-Management 16 Nonlinear programming 14 Chance-constrained optimization 12 Schätztheorie 12 Estimation theory 11 Stochastic process 11 Stochastischer Prozess 11 PDE-constrained optimization 9 Risikomanagement 9 Risk management 9 Constrained Optimization 8 Blackbox optimization 6 Evolutionary algorithm 6 Evolutionary algorithms 6 Evolutionärer Algorithmus 6 Global optimization 6 Multi-criteria analysis 6 Multikriterielle Entscheidungsanalyse 6 Stochastic programming 6 Differential evolution 5 Integer programming 5 Nichtlineare Optimierung 5 Risiko 5 Risk 5 Simulation 5 derivative-free optimization 5 Bound constrained optimization 4 Constrained optimization problem 4 Credit risk 4 Decision 4 Decomposition method 4
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Online availability
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Undetermined 148 Free 77 CC license 4
Type of publication
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Article 193 Book / Working Paper 55
Type of publication (narrower categories)
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Article in journal 110 Aufsatz in Zeitschrift 110 Working Paper 25 Arbeitspapier 21 Graue Literatur 21 Non-commercial literature 21 Article 12 Aufsatz im Buch 1 Book section 1 Thesis 1 research-article 1
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Language
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English 159 Undetermined 88 German 1
Author
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Le Digabel, Sébastien 7 Su, Che-Lin 7 Audet, Charles 6 Alarie, Stéphane 4 Gauthier, Stéphane 4 Laroque, Guy 4 Orban, Dominique 4 Santos, Manuel S. 4 Anderton, Charles H. 3 Brauer, Jurgen 3 Egesdal, Michael 3 Fernández, Arturo J. 3 Korn, Ralf 3 Lai, Zhenyu 3 Müller, Lukas 3 Okawara, Makoto 3 Rincon-Zapatero, Juan Pablo 3 Sarker, Ruhul 3 Surowiec, Thomas M. 3 Takahashi, Akihiko 3 Armand, Paul 2 Benoist, Joël 2 Bigeon, Jean 2 Birgin, Ernesto Julian Goldberg 2 Britz, Wolfgang 2 Carlier, Guillaume 2 Chen, Lijian 2 Collewet, Marion 2 Combettes, Cyrille W. 2 Dana, Rose-Anne 2 Diago, Miguel 2 Dias, Ronaldo 2 Diouane, Youssef 2 Dong, Baiyu 2 Donnelly, Catherine 2 Essam, Daryl 2 Fontem, Belleh 2 Foster, John 2 Fuentes, A. Jesus Sanchez 2 Garcia, Nancy 2
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Institution
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Department of Economics, School of Business 3 HAL 3 Departamento de Economía, Universidad Carlos III de Madrid 2 Departamento de Economía, Universidad Pablo de Olavide 2 Dipartimento di Scienze Economiche, Facoltà di Economia 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Department of Economics and Accounting, College of the Holy Cross 1 Department of Economics and Finance, College of Business and Economics 1 Dipartimento di Management, Università Ca' Foscari Venezia 1 EconWPA 1 Faculteit Economie en Bedrijfskunde, Universiteit Gent 1 Laboratoire Études et Recherches Économiques (SMART-LERECO), Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2) 1 National Center for Environmental Economics (NCEE), Environmental Protection Agency (EPA) 1 School of Economics and Management, University of Aarhus 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 The MIT Press 1 Université Paris-Dauphine 1 Université Paris-Dauphine (Paris IX) 1
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Published in...
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Computational Optimization and Applications 24 Mathematics of operations research 13 Les cahiers du GERAD 11 European journal of operational research : EJOR 10 Journal of Global Optimization 9 Operations research letters 7 Computational Statistics 5 Computers & operations research : and their applications to problems of world concern ; an international journal 4 Mathematical Methods of Operations Research 4 Psychometrika 4 Asia-Pacific Journal of Operational Research (APJOR) 3 Computational Management Science : CMS 3 European Journal of Operational Research 3 International journal of production economics 3 Operations research forum 3 Optimization Letters 3 Working Papers / Department of Economics, School of Business 3 Computational Statistics & Data Analysis 2 Computers & operations research : an international journal 2 EURO journal on computational optimization 2 Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid 2 INFORMS journal on computing : JOC 2 International Journal of Financial Studies : open access journal 2 International Journal of Information Technology & Decision Making (IJITDM) 2 International journal of theoretical and applied finance 2 International transactions in operational research : a journal of the International Federation of Operational Research Societies 2 MPRA Paper 2 Management Science 2 Mathematical methods of operations research 2 Mathematical methods of operations research : ZOR 2 Operational research : an international journal 2 Operations research 2 Quantitative economics : QE ; journal of the Econometric Society 2 Renewable Energy 2 TOP: An Official Journal of the Spanish Society of Statistics and Operations Research 2 The journal of energy markets 2 Top : an official journal of the Spanish Society of Statistics and Operations Research 2 Working Papers / Departamento de Economía, Universidad Pablo de Olavide 2 Working Papers / Dipartimento di Scienze Economiche, Facoltà di Economia 2 4OR : a quarterly journal of operations research 1
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Source
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ECONIS (ZBW) 132 RePEc 98 EconStor 16 BASE 1 Other ZBW resources 1
Showing 1 - 10 of 248
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Multi-fidelity constraints in blackbox optimization
Alarie, Stéphane; Audet, Charles; Diago, Miguel; Le … - 2026
Persistent link: https://www.econbiz.de/10015574973
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Surrogate-based categorical neighborhoods for mixed-variable blackbox optimization
Audet, Charles; Diouane, Youssef; Hallé-Hannan, Edward; … - 2026
Persistent link: https://www.econbiz.de/10015632880
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On the forward–backward method with nonmonotone linesearch for infinite-dimensional nonsmooth nonconvex problems
Azmi, Behzad; Bernreuther, Marco - In: Computational Optimization and Applications 91 (2025) 3, pp. 1263-1308
This paper provides a comprehensive study of the nonmonotone forward–backward splitting (FBS) method for solving a class of nonsmooth composite problems in Hilbert spaces. The objective function is the sum of a Fréchet differentiable (not necessarily convex) function and a proper lower...
Persistent link: https://www.econbiz.de/10015436614
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Parabolic optimal control problems with combinatorial switching constraints, part III: branch-and-bound algorithm
Buchheim, Christoph; Grütering, Alexandra; Meyer, Christian - In: Computational Optimization and Applications 90 (2025) 3, pp. 649-689
We present a branch-and-bound algorithm for globally solving parabolic optimal control problems with binary switches that have bounded variation and possibly need to satisfy further combinatorial constraints. More precisely, for a given tolerance ε0, we show how to compute in finite time an...
Persistent link: https://www.econbiz.de/10015436641
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Money illusion in retirement savings with a minimum guarantee
Donnelly, Catherine; Khemka, Gaurav; Lim, William - In: Scandinavian actuarial journal 2025 (2025) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10015534437
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Variations on the Thrifty Food Plan : model diets that satisfy cost and nutrition constraints
Zhao, Yiwen; Fan, Linlin; Wilson, Norbert L. W.; … - In: Food policy 130 (2025), pp. 1-11
Persistent link: https://www.econbiz.de/10015559444
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The divine pretensions of homo economicus : limits must be bad
Menzies, Gordon Douglas - In: Journal of economics, theology and religion : JETR 5 (2025) 1, pp. 45-61
This paper critiques constrained optimization as the dominant framework in contemporary economics by revealing its … rather than merely instrumental. The author proposes ways Christian economists might work within and beyond constrained … optimization frameworks while remaining theologically grounded. …
Persistent link: https://www.econbiz.de/10015437844
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A heuristic algorithm with multi-scale perturbations for point arrangement and equal circle packing in a convex container
Lai, Xiangjing; Hao, Jin-Kao; Yue, Dong; Zhou, Yangming - In: Computers & operations research : an international journal 181 (2025), pp. 1-20
Persistent link: https://www.econbiz.de/10015433709
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Multiple-try simulated annealing for constrained optimization
Barro, Diana; Casarin, Roberto; Osuntuyi, Anthony - 2025
Persistent link: https://www.econbiz.de/10015590152
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Efficient search strategies for constrained multiobjective blackbox optimization
Le Digabel, Sébastien; Lesage-Landry, Antoine; … - 2025
Persistent link: https://www.econbiz.de/10015386848
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