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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 211 - 220 of 235
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On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints
Luo, H.; Sun, X.; Xu, Y.; Wu, H. - In: Journal of Global Optimization 46 (2010) 2, pp. 217-232
Persistent link: https://www.econbiz.de/10008591050
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Duality-based algorithms for total-variation-regularized image restoration
Zhu, Mingqiang; Wright, Stephen; Chan, Tony - In: Computational Optimization and Applications 47 (2010) 3, pp. 377-400
Persistent link: https://www.econbiz.de/10008775927
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NEW SIMULATED ANNEALING ALGORITHMS FOR CONSTRAINED OPTIMIZATION
ÖZDAMAR, LINET; PEDAMALLU, CHANDRA SEKHAR - In: Asia-Pacific Journal of Operational Research (APJOR) 27 (2010) 03, pp. 347-367
constrained optimization problem. The PNPA maintains a population of solutions that are intermixed by crossover to supply a new …
Persistent link: https://www.econbiz.de/10008455600
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Optimization reformulations of the generalized Nash equilibrium problem using Nikaido-Isoda-type functions
Heusinger, Anna; Kanzow, Christian - In: Computational Optimization and Applications 43 (2009) 3, pp. 353-377
Persistent link: https://www.econbiz.de/10005004379
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Order-Constrained Solutions in K-Means Clustering: Even Better Than Being Globally Optimal
Steinley, Douglas; Hubert, Lawrence - In: Psychometrika 73 (2008) 4, pp. 647-664
Persistent link: https://www.econbiz.de/10005603063
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Market Share Constraints and the Loss Function in Choice-Based Conjoint Analysis
Gilbride, Timothy J.; Lenk, Peter J.; Brazell, Jeff D. - In: Marketing Science 27 (2008) 6, pp. 995-1011
Choice-based conjoint analysis is a popular marketing research technique to learn about consumers' preferences and to make market share forecasts under various scenarios for product offerings. Managers expect these forecasts to be “realistic” in terms of being able to replicate market shares...
Persistent link: https://www.econbiz.de/10008787834
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Implied non-recombining trees and calibration for the volatility smile
Charalambous, Chris; Christofides, Nicos; … - In: Quantitative Finance 7 (2007) 4, pp. 459-472
constrained optimization to minimize the least squares error function on market prices. The proposed model can accommodate …
Persistent link: https://www.econbiz.de/10005639936
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Differentiability of the Value Function without Interiority Assumptions
Santos, Manuel; Rincon-Zapatero, Juan Pablo - Department of Economics, School of Business - 2007
This paper studies first–order differentiability properties of the value function in concave dynamic programs. Motivated by economic considerations, we dispense with commonly imposed interiority assumptions. We suppose that the correspondence of feasible choices varies with the vector of state...
Persistent link: https://www.econbiz.de/10005227915
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CONSTRAINED FORMULATIONS AND ALGORITHMS FOR PREDICTING STOCK PRICES BY RECURRENT FIR NEURAL NETWORKS
WAH, BENJAMIN W.; QIAN, MING-LUN - In: International Journal of Information Technology & … 05 (2006) 04, pp. 639-658
-impulse-response ANN, we formulate the learning problem as a constrained optimization problem, develop constraints for incorporating cross … constrained optimization. Finally, we illustrate our prediction results on ten stock-price time series. Our main contributions in …
Persistent link: https://www.econbiz.de/10004971629
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Probabilistic capacity of a grid connected wind farm based on optimization method
Zhao, M.; Chen, Z.; Blaabjerg, F. - In: Renewable Energy 31 (2006) 13, pp. 2171-2187
This paper proposes a new method to find the capacity of a future wind farm regarding several limits of the grid system: voltage stability limits, thermal limits, voltage limits, load tap changing limitation and generator power output limitation. The method combines the optimization method and a...
Persistent link: https://www.econbiz.de/10010804956
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