Search Results - subject:"Semidefinite programming"

Improving the linear relaxation of maximum k-cut with semidefinite-based constraints

Sousa, Vilmar Jefté Rodrigues de; Anjos, Miguel F.; Le … - In: EURO journal on computational optimization 7 (2019) 2, pp. 123-151

Persistent link: https://www.econbiz.de/10012111227

Duality and profit efficiency for the hyperbolic measure model

Halická, Margaréta; Trnovská, Mária - In: European journal of operational research : EJOR 278 (2019) 2, pp. 410-421

Persistent link: https://www.econbiz.de/10012102544

Hierarchical network systems : an application to high-technology industry in China

Zhang, Linyan; Chen, Kun - In: Omega : the international journal of management science 82 (2018), pp. 118-131

Persistent link: https://www.econbiz.de/10011937772

Portfolio Choice under Parameter Uncertainty: Bayesian Analysis and Robust Optimization Comparison

Santos, António Alberto; Monteiro, Ana Margarida; … - Grupo de Estudos Monetários e Financeiros (GEMF), … - 2014

Parameter uncertainty has been a recurrent subject treated in the financial literature. The normative portfolio selection approach considers two main kinds of decision rules: expected expected utility maximization and mean-variance criterion. Assuming that the mean-variance criterion is a good...

Persistent link: https://www.econbiz.de/10011105507

A guide to conic optimisation and its applications

Letchford, Adam N.; Parkes, Andrew J. - In: RAIRO / Operations research 52 (2018) 4/5, pp. 1087-1106

Persistent link: https://www.econbiz.de/10011987270

Improved exact approaches for row layout problems with departments of equal length

Anjos, Miguel F.; Fischer, Anja; Hungerländer, Philipp - In: European journal of operational research : EJOR 270 (2018) 2, pp. 514-529

Persistent link: https://www.econbiz.de/10011869087

On solving quadratically contrained quadratic programming problem with one non-convex constraint

Keyanpour, Mohammad; Osmanpour, Naser - In: Opsearch : journal of the Operational Research Society … 55 (2018) 2, pp. 320-336

Persistent link: https://www.econbiz.de/10011882083

Polynomial upper and lower bounds for financial derivative price functions under regime-switching

Bhim, Louis; Kawai, Reiichiro - In: The journal of computational finance 22 (2018) 2, pp. 35-71

Persistent link: https://www.econbiz.de/10011976660

Minimizing the sum of linear fractional functions over the cone of positive semidefinite matrices : approximation and applications

Xia, Yong; Wang, Longfei; Wang, Shu - In: Operations research letters 46 (2018) 1, pp. 76-80

Persistent link: https://www.econbiz.de/10011807925

UTA-poly and UTA-splines : additive value functions with polynomial marginals

Sobrie, Olivier; Gillis, Nicolas; Mousseau, Vincent; … - In: European journal of operational research : EJOR 264 (2018) 2, pp. 405-418

Persistent link: https://www.econbiz.de/10011801739