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  • Search: subject:"active set"
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Year of publication
Subject
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Theorie 5 Theory 5 Algorithm 4 Algorithmus 4 Mathematical programming 4 Mathematische Optimierung 4 Active-set methods 3 Nonlinear programming 2 Omega measure 2 Schifffahrt 2 Sharpe ratio 2 Shipping 2 Tourenplanung 2 Vehicle routing problem 2 active set strategy 2 active-set algorithm 2 feasible point algorithms 2 non-convex optimization 2 portfolio optimization 2 quadratic programming 2 redundancy 2 risk management 2 shipping network design 2 user equilibrium 2 AC optimal power flow 1 AMES Market Package 1 Active Set Method 1 Active set algorithm 1 Active set method 1 Active set methods 1 Active-set algorithm 1 Active-set method 1 Analysis 1 Barzilai-Borwein gradient methods 1 Bi-level program 1 Bound constrained minimization problems 1 Bound constraints 1 Business network 1 CGRASP 1 Coastal area 1
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Online availability
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Undetermined 18 Free 3
Type of publication
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Article 20 Book / Working Paper 2
Type of publication (narrower categories)
All
Article in journal 9 Aufsatz in Zeitschrift 9 Article 1
Language
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English 12 Undetermined 10
Author
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Chen, Kang 2 Metel, Michael R. 2 Pirvu, Traian A. 2 Recht, Peter 2 Wong, Julian 2 Xin, Xu 2 Birgin, Ernesto 1 Calvo-Garrido, M. C. 1 Chen, Sikai 1 Cristofari, Andrea 1 Curtis, Frank 1 Domorádová, Marta 1 Dostál, Zdeněk 1 Düring, Bertram 1 Ehrhardt, Matthias 1 Gong, Yanfei 1 Gozzi, Erico 1 Hager, William 1 Han, Zheng 1 Hsu, Yu-Ting 1 Izmailov, A. 1 Jüngel, Ansgar 1 Labi, Samuel 1 Lewis, Adrian S. 1 Li, Peng 1 Li, Xiangrong 1 Lucidi, S. 1 Ma, Lijun 1 Mico-Umutesi, Delphine 1 Miralinaghi, Mohammad 1 PEDREIRA ANDRADE, L. P. 1 Pillo, G. 1 Pogosyan, A. 1 Resende, Mauricio 1 Robinson, Daniel 1 SEIJAS MACÍAS, J. A. 1 Sadowská, Marie 1 Santis, M. 1 Seilabi, Sania E. 1 Silva, Ricardo 1
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Institution
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Department of Economics, Iowa State University 1 Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften 1
Published in...
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Computational Optimization and Applications 5 European journal of operational research : EJOR 2 Journal of Global Optimization 2 Applied economics 1 CoFE Discussion Paper 1 Computational Statistics 1 Estudios de Economía Aplicada 1 INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences 1 International journal of logistics : research and applications 1 Maritime policy & management 1 Mathematical Methods of Operations Research 1 Mathematics of operations research 1 Risks 1 Risks : open access journal 1 Staff General Research Papers / Department of Economics, Iowa State University 1 The journal of computational finance 1
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Source
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RePEc 12 ECONIS (ZBW) 9 EconStor 1
Showing 1 - 10 of 22
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Coastal transportation system green policy design model based on shipping network design
Chen, Kang; Su, Shi; Gong, Yanfei; Xin, Xu; Zeng, Qingcheng - In: International journal of logistics : research and … 27 (2024) 3, pp. 428-449
Persistent link: https://www.econbiz.de/10014553948
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ℓ0 trend filtering
Wen, Canhong; Wang, Xueqin; Zhang, Aijun - In: INFORMS journal on computing : JOC ; charting new … 35 (2023) 6, pp. 1491-1510
Persistent link: https://www.econbiz.de/10014471534
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A decomposition method for lasso problems with zero-sum constraint
Cristofari, Andrea - In: European journal of operational research : EJOR 306 (2023) 1, pp. 358-369
Persistent link: https://www.econbiz.de/10014278010
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Shipping network design-infrastructure investment joint optimization model : a case study of West Africa
Xin, Xu; Xiaoli, Wang; Ma, Lijun; Chen, Kang; Ye, Maoyao - In: Maritime policy & management 49 (2022) 5, pp. 620-646
Persistent link: https://www.econbiz.de/10013373574
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Risk management under Omega measure
Metel, Michael R.; Pirvu, Traian A.; Wong, Julian - In: Risks : open access journal 5 (2017) 2, pp. 1-14
explored, with an active-set algorithm presented for markets prohibiting short sales. When asymmetric returns are considered …
Persistent link: https://www.econbiz.de/10011643419
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Risk management under Omega measure
Metel, Michael R.; Pirvu, Traian A.; Wong, Julian - In: Risks 5 (2017) 2, pp. 1-14
explored, with an active-set algorithm presented for markets prohibiting short sales. When asymmetric returns are considered …
Persistent link: https://www.econbiz.de/10011709593
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Active‐set newton methods and partial smoothness
Lewis, Adrian S.; Wylie, Calvin - In: Mathematics of operations research 46 (2021) 2, pp. 712-725
Persistent link: https://www.econbiz.de/10012582205
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A numerical optimization pesudo-algorithm for two-player zero-sum stochastic games
Li, Peng; Li, Xiangrong; Yuan, Gonglin; Zhang, Maojun - In: Applied economics 53 (2021) 15, pp. 1729-1742
Persistent link: https://www.econbiz.de/10012485289
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Optimizing the selection and scheduling of multi-class projects using a Stackelberg framework
Miralinaghi, Mohammad; Seilabi, Sania E.; Chen, Sikai; … - In: European journal of operational research : EJOR 286 (2020) 2, pp. 508-522
Persistent link: https://www.econbiz.de/10012291539
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Pricing swing options in electricity markets with two stochastic factors using a partial differential equation approach
Calvo-Garrido, M. C.; Ehrhardt, Matthias; Vázquez, Carlos - In: The journal of computational finance 20 (2016/2017) 3, pp. 81-107
Persistent link: https://www.econbiz.de/10011689686
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