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  • Search: subject:"Convex functions"
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Year of publication
Subject
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Mathematical programming 14 Mathematische Optimierung 14 Theorie 13 Theory 13 Convex functions 6 convex functions 6 Global optimization 4 quasi-convex functions 4 Estimation theory 3 Fortran 3 Multicriteria optimization 3 Pareto optimality 3 Repulsive Particle Swarm 3 Schätztheorie 3 benchmark 3 computer program 3 duality 3 non-convex functions 3 number of objectives 3 Algorithm 2 Algorithmus 2 American options 2 Barycentric coordinates 2 Convex functions on simplexes 2 Derivative contracts 2 Differential Evolution 2 Dynamic programming 2 Dynamische Optimierung 2 Exponential utility 2 Log-convex functions 2 Markov decision processes 2 Measurement 2 Messung 2 Moment inequalities 2 Optimality conditions 2 Pareto efficiency 2 Pareto-Optimum 2 Perm 2 Piecewise linear interpolations 2 Projection of directions on simplexes 2
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Online availability
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Undetermined 31 Free 9
Type of publication
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Article 37 Book / Working Paper 10
Type of publication (narrower categories)
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Article in journal 16 Aufsatz in Zeitschrift 16 Working Paper 2 Arbeitspapier 1 Conference paper 1 Graue Literatur 1 Konferenzbeitrag 1 Non-commercial literature 1 research-article 1
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Language
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Undetermined 28 English 19
Author
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Ehrgott, Matthias 3 Mishra, SK 3 Nickel, Stefan 3 Barz, C. 2 Ben-Ameur, Hatem 2 Botkin, Nikolai 2 Diaby, Vacaba 2 Fakhfakh, Tarek 2 Kaido, Hiroaki 2 Li, Jiaxuan 2 Rysman, Marc 2 Stoer, Josef 2 Waldmann, K. 2 Anis, M. Z. 1 Araki, Huzihiro 1 Azar, Samih 1 BAES, Michel 1 BHATIA, MEETU 1 Bauschke, Heinz 1 Bejenaru, Andreea 1 Belzunce, Félix 1 Brinkhuis, Brinkhuis, J. 1 Brinkhuis, J. 1 Dar, B. A. 1 Deb, K. 1 Dutta, Joydeep 1 D’Alessandro, Pietro 1 Escudero, Laureano 1 Evers, J.J.M. 1 Fampa, Marcia Helena Costa 1 Frittelli, Marco 1 Frutos, Javier de 1 Fujishige, Satoru 1 Gaudioso, Manlio 1 Giallombardo, Giovanni 1 Gray, Alexander 1 Guan, Wei 1 Guo, Lifeng 1 Hansen, Frank 1 Huh, Woonghee Tim 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Erasmus University Rotterdam, Econometric Institute 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Tilburg University, School of Economics and Management 1 Økonomisk Institut, Københavns Universitet 1
Published in...
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Computational Statistics 3 Journal of Global Optimization 3 MPRA Paper 3 Mathematical Methods of Operations Research 3 INFORMS journal on computing : JOC 2 Metrika 2 Asia-Pacific Journal of Operational Research (APJOR) 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 CORE Discussion Papers 1 Computational Statistics & Data Analysis 1 Discussion Papers / Økonomisk Institut, Københavns Universitet 1 EURO journal on computational optimization 1 Econometric Institute Report 1 Econometric Institute Research Papers 1 Economic Modelling 1 Economic modelling 1 Economics letters 1 European journal of operational research : EJOR 1 Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty 1 INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences 1 Insurance: Mathematics and Economics 1 International Advances in Economic Research 1 International Journal of Mathematics Research 1 Mathematical finance : an international journal of mathematics, statistics and financial theory 1 Mathematical methods of operations research : ZOR 1 Mathematics and financial economics 1 Mathematics of operations research 1 Operations research 1 RAIRO / Operations research 1 Research Memorandum / Tilburg University, School of Economics and Management 1 Statistics & Probability Letters 1 Stochastics and Quality Control 1 TOP: An Official Journal of the Spanish Society of Statistics and Operations Research 1 The Annals of Regional Science 1 Top : an official journal of the Spanish Society of Statistics and Operations Research 1 Top : transactions in operations research 1 cemmap working paper 1
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Source
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RePEc 28 ECONIS (ZBW) 17 EconStor 1 Other ZBW resources 1
Showing 31 - 40 of 47
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Spectral functions on Jordan algebras : differentiability and convexity properties
BAES, Michel - Center for Operations Research and Econometrics (CORE), … - 2004
A spectral function on a formally real Jordan algebra is a real-valued function which depends only on the eigenvalues of its argument. One convenient way to create them is to start from a function f : Rexp.r [arrow] R which is symmetric in the components of its argument, and to define the...
Persistent link: https://www.econbiz.de/10005065416
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Riemannian convexity of functionals
Udrişte, Constantin; Bejenaru, Andreea - In: Journal of Global Optimization 51 (2011) 2, pp. 361-376
Persistent link: https://www.econbiz.de/10009324671
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How retention levels influence the variability of the total risk under reinsurance
Escudero, Laureano; Ortega, Eva-María - In: TOP: An Official Journal of the Spanish Society of … 17 (2009) 1, pp. 139-157
Persistent link: https://www.econbiz.de/10004995451
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Jensen’s Inequality in Finance
Azar, Samih - In: International Advances in Economic Research 14 (2008) 4, pp. 433-440
Persistent link: https://www.econbiz.de/10005705513
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CONE CONVEX AND RELATED FUNCTIONS IN OPTIMIZATION OVER TOPOLOGICAL VECTOR SPACES
SUNEJA, S. K.; BHATIA, MEETU - In: Asia-Pacific Journal of Operational Research (APJOR) 24 (2007) 06, pp. 741-754
In this paper cone convex and related functions have been studied. The concept of cone semistrictly convex functions on … topological vector spaces is introduced as a generalization of semistrictly convex functions. Certain properties of these …
Persistent link: https://www.econbiz.de/10004977552
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Risk-sensitive capacity control in revenue management
Barz, C.; Waldmann, K. - In: Computational Statistics 65 (2007) 3, pp. 565-579
an exponential utility function. In particular, using the closure properties of log-convex functions, it is shown that an …
Persistent link: https://www.econbiz.de/10010847579
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Risk-sensitive capacity control in revenue management
Barz, C.; Waldmann, K. - In: Mathematical Methods of Operations Research 65 (2007) 3, pp. 565-579
an exponential utility function. In particular, using the closure properties of log-convex functions, it is shown that an …
Persistent link: https://www.econbiz.de/10010950011
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An Alternative Simple Proof of a Result Useful in Reliability Shock Models
Anis, M. Z.; Mitra, Murari - In: Stochastics and Quality Control 20 (2005) 2, pp. 287-290
Abstract In this paper, we present a simple proof of a result, which has useful applications in the context of shock models that are important in reliability theory. Though the result can be easily proved using properties of totally positive functions, we introduce a new idea which enables us to...
Persistent link: https://www.econbiz.de/10014590794
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Minimization of convex functions on the convex hull of a point set
Botkin, Nikolai; Stoer, Josef - In: Mathematical Methods of Operations Research 62 (2005) 2, pp. 167-185
A basic algorithm for the minimization of a differentiable convex function (in particular, a strictly convex quadratic function) defined on the convex hull of m points in R <Superscript> n </Superscript> is outlined. Each iteration of the algorithm is implemented in barycentric coordinates, the number of which is equal to...</superscript>
Persistent link: https://www.econbiz.de/10010999616
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Minimization of convex functions on the convex hull of a point set
Botkin, Nikolai; Stoer, Josef - In: Computational Statistics 62 (2005) 2, pp. 167-185
A basic algorithm for the minimization of a differentiable convex function (in particular, a strictly convex quadratic function) defined on the convex hull of m points in R n is outlined. Each iteration of the algorithm is implemented in barycentric coordinates, the number of which is equal to...
Persistent link: https://www.econbiz.de/10010759212
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