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Search: subject:"active set"
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Chen, Kang
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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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