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  • Search: subject:"constrained optimization"
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Year of publication
Subject
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Mathematical programming 89 Mathematische Optimierung 89 Theorie 89 Theory 88 Constrained optimization 80 constrained optimization 63 Algorithm 17 Algorithmus 17 Portfolio selection 16 Portfolio-Management 15 Nonlinear programming 14 Chance-constrained optimization 12 Schätztheorie 12 Estimation theory 11 Stochastic process 10 Stochastischer Prozess 10 Risikomanagement 9 Risk management 9 Constrained Optimization 8 PDE-constrained optimization 7 Evolutionary algorithm 6 Evolutionary algorithms 6 Evolutionärer Algorithmus 6 Multi-criteria analysis 6 Multikriterielle Entscheidungsanalyse 6 Stochastic programming 6 Differential evolution 5 Integer programming 5 Nichtlineare Optimierung 5 Risiko 5 Risk 5 Blackbox optimization 4 Bound constrained optimization 4 Constrained optimization problem 4 Credit risk 4 Decision 4 Decomposition method 4 Dekompositionsverfahren 4 Dynamic programming 4 Dynamische Optimierung 4
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Online availability
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Undetermined 144 Free 70 CC license 3
Type of publication
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Article 184 Book / Working Paper 51
Type of publication (narrower categories)
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Article in journal 103 Aufsatz in Zeitschrift 103 Working Paper 21 Arbeitspapier 17 Graue Literatur 17 Non-commercial literature 17 Article 10 Aufsatz im Buch 1 Book section 1 Thesis 1 research-article 1
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Language
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English 146 Undetermined 88 German 1
Author
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Su, Che-Lin 7 Le Digabel, Sébastien 5 Audet, Charles 4 Gauthier, Stéphane 4 Laroque, Guy 4 Orban, Dominique 4 Santos, Manuel S. 4 Alarie, Stéphane 3 Anderton, Charles H. 3 Brauer, Jurgen 3 Egesdal, Michael 3 Fernández, Arturo J. 3 Korn, Ralf 3 Lai, Zhenyu 3 Müller, Lukas 3 Okawara, Makoto 3 Rincon-Zapatero, Juan Pablo 3 Sarker, Ruhul 3 Surowiec, Thomas M. 3 Takahashi, Akihiko 3 Armand, Paul 2 Benoist, Joël 2 Bigeon, Jean 2 Birgin, Ernesto Julian Goldberg 2 Britz, Wolfgang 2 Carlier, Guillaume 2 Chen, Lijian 2 Collewet, Marion 2 Combettes, Cyrille W. 2 Dana, Rose-Anne 2 Dias, Ronaldo 2 Dong, Baiyu 2 Essam, Daryl 2 Fontem, Belleh 2 Foster, John 2 Fuentes, A. Jesus Sanchez 2 Garcia, Nancy 2 Glötzl, Erhard 2 Glötzl, Florentin 2 Groenen, Patrick 2
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Institution
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Department of Economics, School of Business 3 HAL 3 Departamento de Economía, Universidad Carlos III de Madrid 2 Departamento de Economía, Universidad Pablo de Olavide 2 Dipartimento di Scienze Economiche, Facoltà di Economia 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Department of Economics and Accounting, College of the Holy Cross 1 Department of Economics and Finance, College of Business and Economics 1 Dipartimento di Management, Università Ca' Foscari Venezia 1 EconWPA 1 Faculteit Economie en Bedrijfskunde, Universiteit Gent 1 Laboratoire Études et Recherches Économiques (SMART-LERECO), Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2) 1 National Center for Environmental Economics (NCEE), Environmental Protection Agency (EPA) 1 School of Economics and Management, University of Aarhus 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 The MIT Press 1 Université Paris-Dauphine 1 Université Paris-Dauphine (Paris IX) 1
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Published in...
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Computational Optimization and Applications 22 Mathematics of operations research 12 European journal of operational research : EJOR 10 Journal of Global Optimization 9 Les cahiers du GERAD 9 Operations research letters 7 Computational Statistics 5 Computers & operations research : and their applications to problems of world concern ; an international journal 4 Mathematical Methods of Operations Research 4 Psychometrika 4 Asia-Pacific Journal of Operational Research (APJOR) 3 Computational Management Science : CMS 3 European Journal of Operational Research 3 International journal of production economics 3 Operations research forum 3 Optimization Letters 3 Working Papers / Department of Economics, School of Business 3 Computational Statistics & Data Analysis 2 EURO journal on computational optimization 2 Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid 2 INFORMS journal on computing : JOC 2 International Journal of Information Technology & Decision Making (IJITDM) 2 International journal of theoretical and applied finance 2 International transactions in operational research : a journal of the International Federation of Operational Research Societies 2 MPRA Paper 2 Management Science 2 Mathematical methods of operations research 2 Operations research 2 Quantitative economics : QE ; journal of the Econometric Society 2 Renewable Energy 2 TOP: An Official Journal of the Spanish Society of Statistics and Operations Research 2 The journal of energy markets 2 Top : an official journal of the Spanish Society of Statistics and Operations Research 2 Working Papers / Departamento de Economía, Universidad Pablo de Olavide 2 Working Papers / Dipartimento di Scienze Economiche, Facoltà di Economia 2 4OR : a quarterly journal of operations research 1 Advanced studies in economic sciences : information systems, economics and OR 1 Advances in economics education 1 Annals of finance 1 CARF working paper 1
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Source
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ECONIS (ZBW) 121 RePEc 98 EconStor 14 BASE 1 Other ZBW resources 1
Showing 171 - 180 of 235
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Multidimensional Item Response Theory Models with Collateral Information as Poisson Regression Models
Anderson, Carolyn - In: Journal of Classification 30 (2013) 2, pp. 276-303
Multiple choice items on tests and Likert items on surveys are ubiquitous in educational, social and behavioral science research; however, methods for analyzing of such data can be problematic. Multidimensional item response theory models are proposed that yield structured Poisson regression...
Persistent link: https://www.econbiz.de/10010848614
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Design optimization of single mixed refrigerant natural gas liquefaction process using the particle swarm paradigm with nonlinear constraints
Khan, Mohd Shariq; Lee, Moonyong - In: Energy 49 (2013) C, pp. 146-155
The particle swarm paradigm is employed to optimize single mixed refrigerant natural gas liquefaction process. Liquefaction design involves multivariable problem solving and non-optimal execution of these variables can waste energy and contribute to process irreversibilities. Design optimization...
Persistent link: https://www.econbiz.de/10011055571
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Aubin property and uniqueness of solutions in cone constrained optimization
Klatte, Diethard; Kummer, Bernd - In: Mathematical Methods of Operations Research 77 (2013) 3, pp. 291-304
We discuss conditions for the Aubin property of solutions to perturbed cone constrained programs, by using and refining results given in Klatte and Kummer (Nonsmooth equations in optimization. Kluwer, Dordrecht, <CitationRef CitationID="CR10">2002</CitationRef>). In particular, we show that constraint nondegeneracy and hence uniqueness of...</citationref>
Persistent link: https://www.econbiz.de/10010999963
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Characterizations of pseudoconvex functions and semistrictly quasiconvex ones
Ivanov, Vsevolod - In: Journal of Global Optimization 57 (2013) 3, pp. 677-693
In this paper, we provide some new necessary and sufficient conditions for pseudoconvexity and semistrict quasiconvexity of a given proper extended real-valued function in terms of the Clarke–Rockafellar subdifferential. Further, we extend to programs with pseudoconvex objective function two...
Persistent link: https://www.econbiz.de/10010994076
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A cyclic projected gradient method
Setzer, Simon; Steidl, Gabriele; Morgenthaler, Jan - In: Computational Optimization and Applications 54 (2013) 2, pp. 417-440
In recent years, convex optimization methods were successfully applied for various image processing tasks and a large number of first-order methods were designed to minimize the corresponding functionals. Interestingly, it was shown recently in Grewenig et al. (<CitationRef CitationID="CR24">2010</CitationRef>) that the simple idea of...</citationref>
Persistent link: https://www.econbiz.de/10010998311
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A second-order smooth penalty function algorithm for constrained optimization problems
Xu, Xinsheng; Meng, Zhiqing; Sun, Jianwu; Huang, Liguo; … - In: Computational Optimization and Applications 55 (2013) 1, pp. 155-172
> exact penalty function for constrained optimization problems(COP). Error estimations among the optimal objective values of …
Persistent link: https://www.econbiz.de/10010998326
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A CONIC AFFINE SCALING DOGLEG METHOD FOR NONLINEAR OPTIMIZATION WITH BOUND CONSTRAINTS
ZHAO, LIJUAN; SUN, WENYU - In: Asia-Pacific Journal of Operational Research (APJOR) 30 (2013) 03, pp. 1340011-1
than quadratic model. In this paper, we propose a conic affine scaling dogleg method for bound constrained optimization …
Persistent link: https://www.econbiz.de/10010671612
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AN ADAPTIVE GRADIENT ALGORITHM FOR LARGE-SCALE NONLINEAR BOUND CONSTRAINED OPTIMIZATION
CHENG, WANYOU; CAO, ERBAO - In: Asia-Pacific Journal of Operational Research (APJOR) 30 (2013) 03, pp. 1340005-1
In this paper, an adaptive gradient algorithm (AGM) for box constrained optimization is developed. The algorithm is …
Persistent link: https://www.econbiz.de/10010671615
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Exactness and algorithm of an objective penalty function
Meng, Zhiqing; Dang, Chuangyin; Jiang, Min; Xu, Xinsheng; … - In: Journal of Global Optimization 56 (2013) 2, pp. 691-711
Penalty function is an important tool in solving many constrained optimization problems in areas such as industrial … constrained optimization. In terms of exactness, this objective penalty function is at least as good as traditional exact penalty … a global solution to an inequality constrained optimization problem and its global convergence is also proved under some …
Persistent link: https://www.econbiz.de/10010680603
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Adaptive Smoothed Functional Algorithms for Optimal Staffing Levels in Service Systems
Prasad, H. L.; Prashanth, L. A.; Bhatnagar, Shalabh; … - In: Service Science 5 (2013) 1, pp. 29-55
Service systems are people-centric. The service providers employ a large workforce to service many clients, aiming to meet the service-level agreements (SLAs) and deliver a satisfactory client experience. A challenge is that the volumes of service requests change dynamically and the types of...
Persistent link: https://www.econbiz.de/10010630528
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