Search Results - subject:"Interior-Point Algorithm"

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Conic optimization with applications in finance and approximation theory

Kirschner, Felix - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014301389

Dynamic options hedging model under mark-to-market risk

Shi, Dongwei; Li, Yanyin; Yu, Xing - In: International journal of information technology and … 23 (2024) 2, pp. 137-155

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015064850

Inequality-minimization with a given public budget

König, Johannes; Schröder, Carsten - 2016

in the case of the absolute mean deviation, it can be solved by an interior-point algorithm. If it is quasiconvex, as in …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011513116

Learning to steer nonlinear interior-point methods

Kuhlmann, Renke - In: EURO journal on computational optimization 7 (2019) 4, pp. 381-419

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012314127

Simplified infeasible interior-point algorithm for linear optimization based on a simple function

Wang, Weiwei; Liu, Hongwei; Bi, Hongmei - In: Operations research letters 46 (2018) 5, pp. 538-542

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011936702

Inequality-minimization with a given public budget

König, Johannes; Schröder, Carsten - In: Journal of economic inequality 16 (2018) 4, pp. 607-629

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012055170

Inequality-minimization with a given public budget

König, Johannes; Schröder, Carsten - 2016

in the case of the absolute mean deviation, it can be solved by an interior-point algorithm. If it is quasiconvex, as in …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011513031

Linear Programming : Foundations and Extensions

Vanderbei, Robert J. - 2020 - 5th ed. 2020.

Chapter 1. Introduction -- Chapter 2. The Simplex Method -- Chapter 3. Degeneracy -- Chapter 4. Efficiency of the Simplex Method -- Chapter 5. Duality Theory -- Chapter 6. The Simplex Method in Matrix Notational -- Chapter 7. Sensitivity and Parametric Analyses -- Chapter 8. Implementation...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012399382

Linear programming : foundations and extensions

Vanderbei, Robert J. - 2020 - Fifth edition

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012164012

Interior-point algorithm for linear optimization based on a new trigonometric kernel function

Li, Xin; Zhang, Mingwang - In: Operations research letters 43 (2015) 5, pp. 471-475

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011386440

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