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  • Search: subject:"Order-value optimization"
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Subject
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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 1
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Undetermined 7
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Article 7
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Article in journal 1 Aufsatz in Zeitschrift 1
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Undetermined 6 English 1
Author
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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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Published in...
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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
Source
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RePEc 6 ECONIS (ZBW) 1
Showing 1 - 7 of 7
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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
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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
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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
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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
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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
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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
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Cover Image
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
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