Search Results - subject:"conic optimization"

Solving natural conic formulations with Hypatia.jl

Coey, Chris; Kapelevich, Lea; Vielma, Juan Pablo - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 5, pp. 2686-2699

Persistent link: https://www.econbiz.de/10014325559

Cardinality-constrained risk parity portfolios

Anis, Hassan T.; Kwon, Roy H. - In: European journal of operational research : EJOR 302 (2022) 1, pp. 392-402

Persistent link: https://www.econbiz.de/10013269764

Alfonso: Matlab package for nonsymmetric conic optimization

Papp, Dávid; Yıldız, Sercan - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 1, pp. 11-19

Persistent link: https://www.econbiz.de/10013358828

Exact and heuristic algorithms for the carrier-vehicle traveling salesman problem

Erdoğan, Güneş; Yıldırım, E. Alper - In: Transportation science : a journal of the Institute for … 55 (2021) 1, pp. 101-121

Persistent link: https://www.econbiz.de/10012435396

A mixed-integer fractional optimization approach to best subset selection

Gómez, Andrés; Prokopyev, Oleg - In: INFORMS journal on computing : JOC 33 (2021) 2, pp. 551-565

Persistent link: https://www.econbiz.de/10012546110

Computational tractability of chance constrained data envelopment analysis

Chen, Kun; Zhu, Joe - In: European journal of operational research : EJOR 274 (2019) 3, pp. 1037-1046

Persistent link: https://www.econbiz.de/10011990293

Hyperbolic efficiency measurement : a conic programming approach

Hasannasab, Maryam; Margaritis, Dimitris; Roshdi, Israfil; … - In: European journal of operational research : EJOR 278 (2019) 2, pp. 401-409

Persistent link: https://www.econbiz.de/10012102543

Robust Mean-Conditional Value at Risk Portfolio Optimization

Piri, F.; Salahi, M.; Mehrdoust, F. - In: International Journal of Economic Sciences 2014 (2014) 1, pp. 2-11

In the portfolio optimization, the goal is to distribute the fixed capital on a set of investment opportunities to maximize return while managing risk. Risk and return are quantities that are used as input parameters for the optimal allocation of the capital in the suggested models. But these...

Persistent link: https://www.econbiz.de/10011195095

On pathological disjunctions and redundant disjunctive conic cuts

Shahabsafa, Mohammad; Góez, Julio C.; Terlaky, Tamás - In: Operations research letters 46 (2018) 5, pp. 500-504

Persistent link: https://www.econbiz.de/10011936682

A New Method for Deriving Robust and Globalized Robust Solutions of Uncertain Linear Conic Optimization Problems Having General Convex Uncertainty Sets

Blanc, Hans; Den Hertog, Dick; Gorissen, B.L.; Ben-Tal, A. - Tilburg University, Center for Economic Research - 2012

Abstract: We propose a new way to derive tractable robust counterparts of a linear conic optimization problem by using …

Persistent link: https://www.econbiz.de/10011092630