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  • Search: subject:"Quadratic Programming"
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Year of publication
Subject
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Mathematische Optimierung 157 Mathematical programming 156 Theorie 131 Theory 130 Quadratic programming 103 quadratic programming 55 Portfolio selection 31 Portfolio-Management 31 Nonlinear programming 25 Integer programming 23 Algorithm 20 Convex optimization 20 Konvexe Optimierung 20 Sequential quadratic programming 20 Algorithmus 19 Nichtlineare Optimierung 18 Ganzzahlige Optimierung 17 Heuristics 15 Heuristik 15 Binary quadratic programming 14 Scheduling problem 14 Scheduling-Verfahren 14 Global optimization 13 Semidefinite programming 13 Stochastic process 13 Stochastischer Prozess 13 Quadratic Programming 11 quadratically constrained quadratic programming 11 Combinatorial optimization 10 Convex quadratic programming 9 Mixed-integer quadratic programming 9 Linear programming 8 sequential quadratic programming 8 Estimation theory 7 Linearization 7 Multi-criteria analysis 7 Multikriterielle Entscheidungsanalyse 7 Nonconvex quadratic programming 7 Schätztheorie 7 nonlinear programming 7
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Online availability
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Undetermined 260 Free 74 CC license 2
Type of publication
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Article 322 Book / Working Paper 58
Type of publication (narrower categories)
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Article in journal 151 Aufsatz in Zeitschrift 151 Working Paper 21 Graue Literatur 19 Non-commercial literature 19 Arbeitspapier 16 Article 10 Conference paper 4 Konferenzbeitrag 4 Aufsatz im Buch 3 Book section 3 Hochschulschrift 2 Thesis 2 research-article 2 Aufsatzsammlung 1 Collection of articles of several authors 1 Collection of articles written by one author 1 Sammelwerk 1 Sammlung 1 review-article 1
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Language
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English 203 Undetermined 174 German 2 Polish 1
Author
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Li, Duan 6 Mallach, Sven 6 Punnen, Abraham P. 5 Xia, Yong 5 Hager, William W. 4 Hlouskova, Jaroslava 4 Luo, Zhi-Quan 4 Martins, Ana Paula 4 Nesterov, Jurij Evgenʹevič 4 Nijkamp, Peter 4 Post, Thierry 4 Rietveld, Piet 4 Roos, K. 4 Scozzari, Andrea 4 Suzuki, Soushi 4 Terlaky, T. 4 Zhang, Liwei 4 Zhang, Shuzhong 4 Best, Michael J. 3 Cambini, Riccardo 3 Escalante, Cesar L. 3 Frangioni, Antonio 3 Gondzio, Jacek 3 Hsia, Yong 3 Izmailov, A. 3 Ji, Lanpeng 3 Kopa, Miloš 3 Lambert, Amélie 3 Lettau, Martin 3 Palagi, Laura 3 Rostami, Borzou 3 Sodini, Claudio 3 Tardella, Fabio 3 Wu, Baiyi 3 Xing, Wenxun 3 Adulyasak, Yossiri 2 Akartunalı, Kerem 2 Aringhieri, Roberto 2 Aryanezhad, M. B. 2 Asano, Hiroshi 2
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Institution
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Erasmus University Rotterdam, Econometric Institute 4 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 4 Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia 2 Tinbergen Institute 2 Tinbergen Instituut 2 Agricultural and Applied Economics Association - AAEA 1 Books on Demand GmbH <Norderstedt> 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Department of Agribusiness and Applied Economics, North Dakota State University 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Department of Economics, Iowa State University 1 Dipartimento di Scienze Economiche, Facoltà di Economia 1 Economics and Econometrics Research Institute (EERI) 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 HAL 1 Institute of Business and Economic Research (IBER), Walter A. Haas School of Business 1 Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 1 National Bureau of Economic Research 1 School of Economics and Management, University of Aarhus 1 Uniwersytet Ekonomiczny w Katowicach 1
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Published in...
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Computational Optimization and Applications 33 European journal of operational research : EJOR 21 Journal of Global Optimization 20 Computers & operations research : and their applications to problems of world concern ; an international journal 18 Computational Statistics 13 European Journal of Operational Research 12 Operations research letters 11 Mathematical Methods of Operations Research 10 TOP: An Official Journal of the Spanish Society of Statistics and Operations Research 8 CORE discussion papers : DP 7 Asia-Pacific Journal of Operational Research (APJOR) 6 INFORMS journal on computing : JOC 6 Journal of the Operational Research Society 6 Energy 5 Operations research 5 Econometric Institute Report 4 Econometric Institute Research Papers 4 Journal of Agricultural and Applied Economics 4 Mathematics of operations research 4 Tinbergen Institute Discussion Papers 4 4OR 3 Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies 3 Computers & operations research : an international journal 3 EURO journal on computational optimization 3 Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty 3 International Journal of Information Technology & Decision Making (IJITDM) 3 Journal of the Operational Research Society : OR 3 Management Science 3 Management science : journal of the Institute for Operations Research and the Management Sciences 3 Mathematical methods of operations research 3 Mathematics and Computers in Simulation (MATCOM) 3 Omega : the international journal of management science 3 Opsearch : journal of the Operational Research Society of India 3 Renewable Energy 3 Top : transactions in operations research 3 Water Resources Management 3 4OR : a quarterly journal of operations research 2 4OR : quarterly journal of the Belgian, French and Italian Operations Research Societies 2 Agricultural Finance Review 2 Annals of the Institute of Statistical Mathematics 2
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Source
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ECONIS (ZBW) 180 RePEc 178 EconStor 15 Other ZBW resources 6 BASE 1
Showing 131 - 140 of 380
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Portfolio Selection – A Technical Note
Martins, Ana Paula - Economics and Econometrics Research Institute (EERI) - 2012
This note develops the solutions of the static portfolio optimization problem in explicit matrix form. Three cases are contemplated and connected, with the derivation of relevant corner solutions: the unconstrained problem in the presence of risky assets only, the constrained one, and the...
Persistent link: https://www.econbiz.de/10010860050
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Conditionally-uniform Feasible Grid Search Algorithm
Dziubinski, Matt P. - School of Economics and Management, University of Aarhus - 2012
We present and evaluate a numerical optimization method (together with an algorithm for choosing the starting values) pertinent to the constrained optimization problem arising in the estimation of the GARCH models with inequality constraints, in particular the Simplified Component GARCH Model...
Persistent link: https://www.econbiz.de/10009421016
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Portfolio selection : a technical note
Martins, Ana Paula - 2012
This note develops the solutions of the static portfolio optimization problem in explicit matrix form. Three cases are contemplated and connected, with the derivation of relevant corner solutions: the unconstrained problem in the presence of risky assets only, the constrained one, and the...
Persistent link: https://www.econbiz.de/10011526683
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Metaheuristic Optimization of Constrained Large Portfolios using Hybrid Particle Swarm Optimization
Pai, G. A. Vijayalakshmi; Michel, Thierry - In: International Journal of Applied Metaheuristic … 8 (2017) 1, pp. 1-23
at by the hybrid PSO now acts as the initial point to the Sequential Quadratic Programming (SQP) algorithm which …
Persistent link: https://www.econbiz.de/10012042939
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A Method for Angular Super-Resolution via Big Data Radar System
Zhang, Xin; Liu, Xiaoming; Na, Zhenyu - In: International Journal of Mobile Computing and … 8 (2017) 3, pp. 1-20
new radar scanning model is designed on the basis of quadratic programming theory, by which the proposed Gradient …
Persistent link: https://www.econbiz.de/10012046472
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Global optimization of a semiconductor IC supply chain network
Kalir, Adar A.; Grosbard, Dean I. - In: Inventi impact: supply chain & logistics (2017) 4, pp. 181-195
Persistent link: https://www.econbiz.de/10011879788
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The generalized independent set problem : polyhedral analysis and solution approaches
Colombi, Marco; Mansini, Renata; Savelsbergh, Martin W. P. - In: European journal of operational research : EJOR 260 (2017) 1, pp. 41-55
Persistent link: https://www.econbiz.de/10011697615
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Markov Chain methods for the Bipartite Boolean Quadratic Programming Problem
Karapetyan, Daniel; Punnen, Abraham P.; Parkes, Andrew J. - In: European journal of operational research : EJOR 260 (2017) 2, pp. 494-506
Persistent link: https://www.econbiz.de/10011698622
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Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
Singh, Arti; Selvamuthu, Dharmaraja - In: Mathematical methods of operations research 86 (2017) 1, pp. 29-69
Persistent link: https://www.econbiz.de/10011714373
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Higher-degree stochastic dominance optimality and efficiency
Fang, Yi; Post, Thierry - In: European journal of operational research : EJOR 261 (2017) 3, pp. 984-993
Persistent link: https://www.econbiz.de/10011740492
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