Search Results - subject:"Standard simplex"

On monotonicity and search strategies in face-based copositivity detection algorithms

G.-Tóth, Boglárka; Hendrix, Eligius M. T.; Casado, L. G. - In: Central European journal of operations research 30 (2022) 3, pp. 1071-1092

Persistent link: https://www.econbiz.de/10013260216

Can a regulatory risk measure induce profit-maximizing risk capital allocations? : the case of conditional tail expectation

Mohammed, Nawaf; Furman, Edward; Su, Jianxi - In: Insurance 101 (2021) 2, pp. 425-436

Persistent link: https://www.econbiz.de/10012793935

On the Complexity of Optimization over the Standard Simplex

de Klerk, Etienne; Den Hertog, Dick; Elfadul, G.E.E. - Tilburg University, Center for Economic Research - 2005

We review complexity results for minimizing polynomials over the standard simplex and unit hypercube.In addition, we … functions with uniformly bounded Hessians over the standard simplex.This extends an earlier result by De Klerk, Laurent and …

Persistent link: https://www.econbiz.de/10011091363

Standard bi-quadratic optimization problems and unconstrained polynomial reformulations

Bomze, Immanuel; Ling, Chen; Qi, Liqun; Zhang, Xinzhen - In: Journal of Global Optimization 52 (2012) 4, pp. 663-687

Persistent link: https://www.econbiz.de/10010845840