Search Results - subject:"Constrained optimization"

To whom, when, and how much to discount? : a constrained optimization of customized temporal discounts

Johnson, Joseph; Tellis, Gerard J.; Ip, Edward H. - In: Journal of retailing 89 (2013) 4, pp. 361-373

Persistent link: https://www.econbiz.de/10010226488

Using multi-objective evolutionary algorithms for single-objective optimization

Segura, Carlos; Coello Coello, Carlos A.; Miranda, Gara; … - In: 4OR : a quarterly journal of operations research 11 (2013) 3, pp. 201-228

Persistent link: https://www.econbiz.de/10010205352

Verteilungswirkungen anreizorientierter Sozialpolitik : das deutsche Rentenversicherungs- und Steuersystem in der Perspektive dynamischer Lebenszyklusmodelle

Grub, Martin - 2005

Drei große Reformenpakete und eine Reihe kleinerer Begleitmaßnahmen prägen das renten¬politische Erbe der rot-grünen Bundesregierung. Einerseits greifen sie Trends in der Reformpolitik seit Beginn der 90er Jahre auf. So verstärkt die Rentenstrukturreform 2001 beispielsweise die...

Persistent link: https://www.econbiz.de/10009433682

Constrained optimization of data-mining problems to improve model performance: A direct-marketing application

PRINZIE, A.; POEL, D. VAN DEN - Faculteit Economie en Bedrijfskunde, Universiteit Gent - 2005

model neglecting the mailing depth during estimation. The results are in favor of the constrained-optimization approach. … performance as the model is optimized for the given implementation environment. We illustrate the relevance of this constrained … optimization of DM models on a direct-marketing case, i.e., in the field of customer relationship management. We optimize an …

Persistent link: https://www.econbiz.de/10004982873

Derivative-free methods for bound constrained mixed-integer optimization

Liuzzi, G.; Lucidi, S.; Rinaldi, F. - In: Computational Optimization and Applications 53 (2012) 2, pp. 505-526

We consider the problem of minimizing a continuously differentiable function of several variables subject to simple bound constraints where some of the variables are restricted to take integer values. We assume that the first order derivatives of the objective function can be neither calculated...

Persistent link: https://www.econbiz.de/10010896512

Monte Carlo algorithm for trajectory optimization based on Markovian readings

Dias, Ronaldo; Garcia, Nancy; Zambom, Adriano - In: Computational Optimization and Applications 51 (2012) 1, pp. 305-321

Persistent link: https://www.econbiz.de/10010896543

Optimization of mixed variational inequalities arising in flow of viscoplastic materials

Reyes, Juan - In: Computational Optimization and Applications 52 (2012) 3, pp. 757-784

Optimal control problems of mixed variational inequalities of the second kind arising in flow of Bingham viscoplastic materials are considered. Two type of active-inactive set regularizing functions for the control problems are proposed and approximation properties and optimality conditions are...

Persistent link: https://www.econbiz.de/10010896544

A local relaxation method for the cardinality constrained portfolio optimization problem

Murray, Walter; Shek, Howard - In: Computational Optimization and Applications 53 (2012) 3, pp. 681-709

The NP-hard nature of cardinality constrained mean-variance portfolio optimization problems has led to a number of different algorithms with varying degrees of success in reaching optimality given limited computational resources and under the presence of strict time constraints present in...

Persistent link: https://www.econbiz.de/10010896545

Minimizing the area of a Pareto confidence region

Fernández, Arturo J. - In: European Journal of Operational Research 221 (2012) 1, pp. 205-212

A constrained optimization problem is formulated and solved in order to determine the smallest confidence region for …

Persistent link: https://www.econbiz.de/10011052549

Economic emergence: An evolutionary economic perspective

Foster, John; Metcalfe, J. Stan - In: Journal of Economic Behavior & Organization 82 (2012) 2, pp. 420-432

The standard neoclassical approach to economic theorising excludes, by definition, economic emergence and the related phenomenon of entrepreneurship. We explore how the most economic of human behaviours, entrepreneurship, came to be largely excluded from mainstream economic theory. In contrast,...

Persistent link: https://www.econbiz.de/10010576973