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Search: subject:"Order-Value Optimization"
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Order-value optimization
4
Augmented Lagrangian
2
Fitting parameters
2
Global convergence
2
Iterative methods
2
Order-Value Optimization
2
equilibrium constraints
2
nonlinear-programming
2
optimality conditions
2
optimization algorithms
2
65Kxx
1
Applications
1
Conditional Value-at-Risk
1
Constrained optimization
1
Generalized Order-Value Optimization
1
Low order-value optimization
1
Mathematical programming
1
Mathematische Optimierung
1
Nonlinear programming
1
Numerical algorithms
1
Optimization
1
Portfolio selection
1
Portfolio-Management
1
Portfolios
1
Protein alignment
1
Risikomaß
1
Risk measure
1
Theorie
1
Theory
1
Value at risk
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English
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Martínez, J.
3
Andreani, R.
2
Andreani, Roberto
2
Dunder, C.
2
Dunder, Cibele
2
Martínez, José Mario
2
Birgin, E.
1
Birgin, Ernesto Julian Goldberg
1
Bueno, L.
1
Krejić, N.
1
Martínez Carrión, José-Miguel
1
Martínez, José
1
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Computational Statistics
2
Mathematical Methods of Operations Research
2
EURO journal on computational optimization
1
Journal of Global Optimization
1
TOP: An Official Journal of the Spanish Society of Statistics and Operations Research
1
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RePEc
6
ECONIS (ZBW)
1
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1
Low order-value approach for solving VaR-constrained optimization problems
Birgin, E.
;
Bueno, L.
;
Krejić, N.
;
Martínez, J.
- In:
Journal of Global Optimization
51
(
2011
)
4
,
pp. 715-742
Persistent link: https://www.econbiz.de/10009399897
Saved in:
2
On the application of an Augmented Lagrangian algorithm to some portfolio problems
Birgin, Ernesto Julian Goldberg
;
Martínez Carrión, …
- In:
EURO journal on computational optimization
4
(
2016
)
1
,
pp. 79-92
Persistent link: https://www.econbiz.de/10011492600
Saved in:
3
Generalized
order-value
optimization
Martínez, José
- In:
TOP: An Official Journal of the Spanish Society of …
20
(
2012
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10010995311
Saved in:
4
Nonlinear-programming reformulation of the
order-value
optimization
problem
Andreani, R.
;
Dunder, C.
;
Martínez, J.
- In:
Computational Statistics
61
(
2005
)
3
,
pp. 365-384
Order-value
optimization
(OVO) is a generalization of the minimax problem motivated by decision-making problems under …
Persistent link: https://www.econbiz.de/10010847957
Saved in:
5
Nonlinear-programming reformulation of the
order-value
optimization
problem
Andreani, R.
;
Dunder, C.
;
Martínez, J.
- In:
Mathematical Methods of Operations Research
61
(
2005
)
3
,
pp. 365-384
Order-value
optimization
(OVO) is a generalization of the minimax problem motivated by decision-making problems under …
Persistent link: https://www.econbiz.de/10010999961
Saved in:
6
Order-Value
Optimization
: Formulation and solution by means of a primal cauchy method
Andreani, Roberto
;
Dunder, Cibele
;
Martínez, José Mario
- In:
Mathematical Methods of Operations Research
58
(
2003
)
3
,
pp. 387-399
The
Order-Value
Optimization
(OVO) problem is a generalization of the classical Minimax problem. Instead of the maximum …
Persistent link: https://www.econbiz.de/10010999578
Saved in:
7
Order-Value
Optimization
: Formulation and solution by means of a primal cauchy method
Andreani, Roberto
;
Dunder, Cibele
;
Martínez, José Mario
- In:
Computational Statistics
58
(
2003
)
3
,
pp. 387-399
The
Order-Value
Optimization
(OVO) problem is a generalization of the classical Minimax problem. Instead of the maximum …
Persistent link: https://www.econbiz.de/10010759179
Saved in:
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