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  • Search: subject:"Constrained optimization problem"
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Subject
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Constrained optimization problem 4 Mathematical programming 3 Mathematische Optimierung 3 Theorie 3 Theory 3 Algorithm 1 Algorithmus 1 Approximate optimal solution 1 Asset Liability Management (ALM) 1 Asymptotically minimizing sequence 1 Augmented Lagrangian function 1 Characterizations of the solution set of a set constrained optimization problem 1 Coercive 1 Constraint handling technique 1 Convex programming 1 D.C. approximation 1 Decomposition method 1 Dekompositionsverfahren 1 Differential evolution 1 Estimation theory 1 Gradient descent method 1 Least squares Monte Carlo technique 1 Lebensversicherung 1 Life insurance 1 Minimum penalty 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Nonlinear programming 1 Nonlinearly constrained optimization problem 1 Nonsmooth analysis 1 Optimality conditions 1 Penalty function 1 Portfolio selection 1 Portfolio-Management 1 Probabilistic constrained optimization problem 1 Probability theory 1 Projected gradient method 1 Pseudoconvex functions 1 Sample average approximation 1 Schätztheorie 1
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Undetermined 7 Free 1
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Article 8
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Article in journal 4 Aufsatz in Zeitschrift 4
Language
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English 4 Undetermined 4
Author
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Bai, Xiaodi 1 Di Francesco, Marco 1 Guo, Fangfang 1 Huang, Liguo 1 Ivanov, Vsevolod 1 Li, Dachen 1 Li, Xiaosheng 1 Meng, Zhiqing 1 Nguyen Phung Hai Chung 1 Nguyen The Vinh 1 Pham Thi Hoai 1 Ren, Yonghong 1 Shen, Rui 1 Simonella, Roberta 1 Sun, Jianwu 1 Sun, Jie 1 Sun, Yuchao 1 Xu, Xinsheng 1 Yang, X. 1 Zhang, Guoshan 1 Zheng, Xiaojin 1 Zhou, Y. 1
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Published in...
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Computational Optimization and Applications 2 Journal of Global Optimization 2 Financial markets and portfolio management 1 INFORMS journal on computing : JOC 1 Operations research letters : a journal of INFORMS devoted to the rapid publication of concise contributions in operations research 1
Source
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ECONIS (ZBW) 4 RePEc 4
Showing 1 - 8 of 8
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A stochastic Asset Liability Management model for life insurance companies
Di Francesco, Marco; Simonella, Roberta - In: Financial markets and portfolio management 37 (2023) 1, pp. 61-94
Persistent link: https://www.econbiz.de/10014252605
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A D.C. approximation approach for optimization with probabilistic constraints based on Chen-Harker-Kanzow-Smale smooth plus function
Ren, Yonghong; Sun, Yuchao; Li, Dachen; Guo, Fangfang - 2024
Persistent link: https://www.econbiz.de/10015125538
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A novel stepsize for gradient descent method
Pham Thi Hoai; Nguyen The Vinh; Nguyen Phung Hai Chung - In: Operations research letters : a journal of INFORMS … 53 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10015049251
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An augmented lagrangian decomposition method for chance-constrained optimization problems
Bai, Xiaodi; Sun, Jie; Zheng, Xiaojin - In: INFORMS journal on computing : JOC 33 (2021) 3, pp. 1056-1069
Persistent link: https://www.econbiz.de/10012631647
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Minimum penalty for constrained evolutionary optimization
Li, Xiaosheng; Zhang, Guoshan - In: Computational Optimization and Applications 60 (2015) 2, pp. 513-544
Penalty function methods are popular in dealing with the constrained optimization problems. How to choose reasonable penalty coefficients is a crucial problem which usually poses great influence on the quality of the final solution found. In this paper, the definition of the minimum penalty...
Persistent link: https://www.econbiz.de/10011241250
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Characterizations of pseudoconvex functions and semistrictly quasiconvex ones
Ivanov, Vsevolod - In: Journal of Global Optimization 57 (2013) 3, pp. 677-693
In this paper, we provide some new necessary and sufficient conditions for pseudoconvexity and semistrict quasiconvexity of a given proper extended real-valued function in terms of the Clarke–Rockafellar subdifferential. Further, we extend to programs with pseudoconvex objective function two...
Persistent link: https://www.econbiz.de/10010994076
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A second-order smooth penalty function algorithm for constrained optimization problems
Xu, Xinsheng; Meng, Zhiqing; Sun, Jianwu; Huang, Liguo; … - In: Computational Optimization and Applications 55 (2013) 1, pp. 155-172
This paper introduces a second-order differentiability smoothing technique to the classical l <Subscript>1</Subscript> exact penalty function for constrained optimization problems(COP). Error estimations among the optimal objective values of the nonsmooth penalty problem, the smoothed penalty problem and the original...</subscript>
Persistent link: https://www.econbiz.de/10010998326
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Augmented Lagrangian functions for constrained optimization problems
Zhou, Y.; Yang, X. - In: Journal of Global Optimization 52 (2012) 1, pp. 95-108
Persistent link: https://www.econbiz.de/10009399904
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