Search Results - subject:"Nonlinear Programming"

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A new line search inexact restoration approach for nonlinear programming

Fischer, Andreas; Friedlander, Ana - In: Computational Optimization and Applications 46 (2010) 2, pp. 333-346

Persistent link: https://www.econbiz.de/10008533940

Proximal methods for nonlinear programming: double regularization and inexact subproblems

Eckstein, Jonathan; Silva, Paulo - In: Computational Optimization and Applications 46 (2010) 2, pp. 279-304

Persistent link: https://www.econbiz.de/10008533941

Addressing the greediness phenomenon in Nonlinear Programming by means of Proximal Augmented Lagrangians

Castelani, Emerson; Martinez, André; Martínez, J.; … - In: Computational Optimization and Applications 46 (2010) 2, pp. 229-245

Persistent link: https://www.econbiz.de/10008533943

A model for optimal execution of atomic orders

Kumaresan, Miles; Krejić, Nataša - In: Computational Optimization and Applications 46 (2010) 2, pp. 369-389

Persistent link: https://www.econbiz.de/10008533944

The oracle penalty method

Schlüter, Martin; Gerdts, Matthias - In: Journal of Global Optimization 47 (2010) 2, pp. 293-325

Persistent link: https://www.econbiz.de/10008486621

Multi-Dimensional Transitional Dynamics : A Simple Numerical Procedure

Koch, Karl-Josef - 2010

We propose the relaxation algorithm as a simple and powerful method for simulating the transition process in growth models. This method has a number of important advantages: (1) It can easily deal with a wide range of dynamic systems including multi-dimensional systems with stable eigenvalues...

Persistent link: https://www.econbiz.de/10013139494

Application-oriented mixed integer non-linear programming

D'Ambrosio, Claudia - In: 4OR : a quarterly journal of operations research 8 (2010) 3, pp. 319-322

Persistent link: https://www.econbiz.de/10008667897

Nonlinear modelling of target leverage with latent determinant variables : new evidence on the trade-off theory

Sabiwalsky, Ralf - In: Review of financial economics : RFE 19 (2010) 4, pp. 137-150

Persistent link: https://www.econbiz.de/10008688875

A maximal predictability portfolio using dynamic factor selection strategy

Konno, Hiroshi; Takaya, Yoshihiro; Yamamoto, Rei - In: International journal of theoretical and applied finance 13 (2010) 3, pp. 355-366

Persistent link: https://www.econbiz.de/10008904372

A gradient search and column generation approach for the build-pack planning problem with approved vendor matrices and stochastic demand

Sun, G.; Lee, L. H.; Chew, E. P.; Shao, J. - In: International journal of production research 48 (2010) 19/20, pp. 5783-5807

Persistent link: https://www.econbiz.de/10008651724

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