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  • Search: subject:"Danzig-Wolfe decomposition"
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Danzig-Wolfe decomposition 1 Danzig-Wolfe decomposition algorithm 1 Mathematical programming 1 Mathematische Optimierung 1 Portfolio optimization 1 Portfolio selection 1 Portfolio-Management 1 Risikoaversion 1 Risk aversion 1 Spillover effect 1 Spillover-Effekt 1 Theorie 1 Theory 1 column generation 1 decision decentralization 1 spillover effect 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
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Choi, Hwayong 1 Constantinescu, Dan 1 Lee, Chungmok 1 Park, Sungsoo 1
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Journal for Economic Forecasting 1 The engineering economist : a journal devoted to the problems of capital investment 1
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ECONIS (ZBW) 1 RePEc 1
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Did you mean: subject:"dantzig-wolfe decomposition" (6,164 results)
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The column generation approach to the mean-risk model for the portfolio selection problem with spillover risk aversion
Choi, Hwayong; Lee, Chungmok; Park, Sungsoo - In: The engineering economist : a journal devoted to the … 69 (2024) 1, pp. 37-65
Persistent link: https://www.econbiz.de/10014576802
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METHODS FOR THE EFFICIENT OPERATION OF THE DECISIONAL DECENTRALIZATION
Constantinescu, Dan - In: Journal for Economic Forecasting 1 (2004) 4, pp. 116-120
decentralization process strongly depends on the type of problems that need to be solved. The paper presents the Danzig-Wolfe … decomposition algorithm and the partitioning of non-linear problems. It also refers to the algorithm suggested by J. F. Benders and …
Persistent link: https://www.econbiz.de/10005248494
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