Search Results - subject:"Quadratic Programming" - EconBiz

Chance-constrained cost efficiency in data envelopment analysis model with random inputs and outputs

Shiraz, Rashed Khanjani; Hatami-Marbini, Adel; … - In: Operational research : an international journal 20 (2020) 3, pp. 1863-1898

Persistent link: https://www.econbiz.de/10012291259

Portfolio choice based on third-degree stochastic dominance, with an application to industry momentum

Post, Thierry; Kopa, Miloš - 2015

We develop and implement a portfolio optimization method for building investment portfolios that dominate a given benchmark index in terms of third-degree stochastic dominance. Our approach relies on the properties of the semi-variance function, a refinement of an existing 'super-convex'...

Persistent link: https://www.econbiz.de/10011696295

Complexity bounds for primal-dual methods minimizing the model of objective function

Nesterov, Jurij Evgenʹevič - 2015

Persistent link: https://www.econbiz.de/10010484024

Algorithm of price adjustment for market equilibrium

Nesterov, Jurij Evgenʹevič; Shikhman, Vladimir - 2015

Persistent link: https://www.econbiz.de/10010484026

Portfolio choice based on third-degree stochastic dominance, with an application to industry momentum

Post, Thierry; Kopa, Miloš - 2015

We develop and implement a portfolio optimization method for building investment portfolios that dominate a given benchmark index in terms of third-degree stochastic dominance. Our approach relies on the properties of the semi-variance function, a refinement of an existing 'super-convex'...

Persistent link: https://www.econbiz.de/10011439453

Back to fundamentals : equilibrium in abstract economies

Richter, Michael; Rubinstein, Ariel - 2015

Persistent link: https://www.econbiz.de/10011299670

Smooth strongly convex interpolation and exact worstcase performance of first-order methods

Taylor, Adrien; Hendrickx, Julien; Glineur, François - 2015

Persistent link: https://www.econbiz.de/10011289989

Carathéodory, helly and radon numbers for sublattice convexities

Queyranne, Maurice; Tardella, Fabio - 2015

Persistent link: https://www.econbiz.de/10011290002

Quadratic convex reformulation for quadratic programming with linear on-off constraints

Wu, Baiyi; Li, Duan; Jiang, Rujun - In: European journal of operational research : EJOR 274 (2019) 3, pp. 824-836

Persistent link: https://www.econbiz.de/10011990236

A two-stage approach to the UCITS-constrained index-tracking problem

Strub, O.; Trautmann, Norbert - In: Computers & operations research : and their … 103 (2019), pp. 167-183

Persistent link: https://www.econbiz.de/10011991123

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