Search Results - subject:"Nonlinear programming"

Gradient estimation using lagrange interpolation polynomials

Brekelmans, Ruud; Driessen, Lonneke; Hamers, Herbert; … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001830145

Jackknife and analytical bias reduction for nonlinear panel models

Hahn, Jinyong (contributor); Newey, Whitney K. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001835709

Estimation of fractional integration in the presence of data noise

Haldrup, Niels (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001776942

Portfolio investment with the exact tax basis via nonlinear programming

DeMiguel, Angel-Victor (contributor); … - 2003 - [Elektronische Ressource]

Portfolio Investment with the Exact Tax Basis via Nonlinear Programming ∗ Angel-Victor DeMiguel † Raman Uppal ‡ July … to determine the optimal portfolio policy using the exact tax basis via nonlinear programming. Second, we characterize …. Keywords:Portfolio choice, capital gains tax, optimization, nonlinear programming. JEL Classification: G11, C61, C63 Contents …

Persistent link: https://www.econbiz.de/10001777076

Estimation of Fractional Integration in the Presence of Data Noise

Haldrup, Niels; Nielsen, Morten Ørregaard - 2003

The paper presents a comparative study on the performance of commonly used estimators of the fractional order of integration when data is contaminated by noise. In particular, measurement errors, additive outliers, temporary change outliers, and structural change outliers are addressed. It...

Persistent link: https://www.econbiz.de/10014076069

A General Existence Theorem of Zero Points

Herings, P. Jean-Jacques; Koshevoy, Gleb A.; Talman, Dolf; … - 2003

Let X be a non-empty, compact, convex set in R and o an upper semi-continuous mapping from X to the collection of non-empty, compact, convex subsets of R;. It is well known that such a mapping has a stationary point on X, i.e. there exists a point in X satisfying that its image under o has a...

Persistent link: https://www.econbiz.de/10014091288

Hydro energy systems management in Portugal: Profit-based evaluation of a mixed-integer nonlinear approach

Catalão, J.P.S.; Pousinho, H.M.I.; Mendes, V.M.F. - In: Energy 36 (2011) 1, pp. 500-507

In this paper, a novel mixed-integer nonlinear approach is proposed to solve the short-term hydro scheduling problem in the day-ahead electricity market, considering not only head-dependency, but also start/stop of units, discontinuous operating regions and discharge ramping constraints. Results...

Persistent link: https://www.econbiz.de/10010807920

Optimal value bounds in nonlinear programming with interval data

Hladík, Milan - In: TOP: An Official Journal of the Spanish Society of … 19 (2011) 1, pp. 93-106

Persistent link: https://www.econbiz.de/10009324632

A class of r-semipreinvex functions and optimality in nonlinear programming

Zhao, Ke; Liu, Xue; Chen, Zhe - In: Journal of Global Optimization 49 (2011) 1, pp. 37-47

Persistent link: https://www.econbiz.de/10008775646

A membership function approach to lot size re-order point inventory problems in fuzzy environments

Chen, Shih-pin - In: International journal of production research 49 (2011) 12/13, pp. 3855-3871

Persistent link: https://www.econbiz.de/10009153012