Search Results - subject:"Quadratic Programming"

Sensitivity analysis and calibration of the covariance matrix for stable portfolio selection

Guigues, Vincent - In: Computational Optimization and Applications 48 (2011) 3, pp. 553-579

Persistent link: https://www.econbiz.de/10008925523

Superrelaxation and the rate of convergence in minimizing quadratic functions subject to bound constraints

Dostál, Zdeněk; Domorádová, Marta; Sadowská, Marie - In: Computational Optimization and Applications 48 (2011) 1, pp. 23-44

Persistent link: https://www.econbiz.de/10008925532

A reduced Hessian SQP method for inequality constrained optimization

Liu, Tao-Wen - In: Computational Optimization and Applications 49 (2011) 1, pp. 31-59

Persistent link: https://www.econbiz.de/10009149867

An active index algorithm for the nearest point problem in a polyhedral cone

Liu, Zhe; Fathi, Yahya - In: Computational Optimization and Applications 49 (2011) 3, pp. 435-456

Persistent link: https://www.econbiz.de/10009149875

Log Mean-Variance Portfolio Selection Under Regime Switching

Ishijima, Hiroshi; Uchida, Masaki - In: Asia-Pacific Financial Markets 18 (2011) 2, pp. 213-229

Persistent link: https://www.econbiz.de/10009150531

A NOVEL RECURRENT NEURAL NETWORK FOR SOLVING MLCPs AND ITS APPLICATION TO LINEAR AND QUADRATIC PROGRAMMING PROBLEMS

EFFATI, SOHRAB; GHOMASHI, ABBAS; ABBASI, MASUMEH - In: Asia-Pacific Journal of Operational Research (APJOR) 28 (2011) 04, pp. 523-541

is proved. As an application, we show that the proposed neural network can be used to solve linear and convex quadratic … programming problems. The validity and transient behavior of the proposed neural network are demonstrated by using five numerical …

Persistent link: https://www.econbiz.de/10009194098

Alternating direction method for bi-quadratic programming

Hu, Sheng-Long; Huang, Zheng-Hai - In: Journal of Global Optimization 51 (2011) 3, pp. 429-446

Persistent link: https://www.econbiz.de/10009324648

Nonconvex quadratically constrained quadratic programming: best D.C. decompositions and their SDP representations

Zheng, X.; Sun, X.; Li, D. - In: Journal of Global Optimization 50 (2011) 4, pp. 695-712

Persistent link: https://www.econbiz.de/10009324672

Scheduling admissions and reducing variability in bed demand

Bekker, René; Koeleman, Paulien - In: Health Care Management Science 14 (2011) 3, pp. 237-249

Persistent link: https://www.econbiz.de/10009327571

New Models for Commercial Territory Design

Salazar-Aguilar, María; Ríos-Mercado, Roger; … - In: Networks and Spatial Economics 11 (2011) 3, pp. 487-507

Persistent link: https://www.econbiz.de/10009401737