Search Results - subject:"constrained optimization"

Budgeted prize-collecting traveling salesman and minimum spanning tree problems

Paul, Alice; Freund, Daniel; Ferber, Aaron; Shmoys, … - In: Mathematics of operations research 45 (2020) 2, pp. 576-590

Persistent link: https://www.econbiz.de/10012242522

Epi-regularization of risk measures

Kouri, Drew P.; Surowiec, Thomas M. - In: Mathematics of operations research 45 (2020) 2, pp. 774-795

Persistent link: https://www.econbiz.de/10012242555

An oracle penalty and modified augmented Lagrangian methods with firefly algorithm for constrained optimization problems

Balande, Umesh; Shrimankar, Deepti - In: Operational research : an international journal 20 (2020) 2, pp. 985-1010

Persistent link: https://www.econbiz.de/10012214729

Multiplier optimization for constant proportion portfolio insurance (cppi) strategy

Biedova, Olga; Steblovskaya, Victoria - In: International journal of theoretical and applied finance 23 (2020) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10012270906

Determine the cost of denying boarding to passengers : an optimization-based approach

Chen, Lijian - In: International journal of production economics 220 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012175364

Time is money : an economic analysis of the optimal pacing problem

Watt, Richard; Gunby, Philip - In: Mathematical social sciences 108 (2020), pp. 50-61

Persistent link: https://www.econbiz.de/10012434335

Balancing producer and consumer risks in optimal attribute testing : a unified Bayesian/Frequentist design

Fernández, Arturo J.; Correa-Álvarez, Cristian D.; … - In: European journal of operational research : EJOR 286 (2020) 2, pp. 576-587

Persistent link: https://www.econbiz.de/10012291549

Estimating dynamic discrete-choice games of incomplete information

Egesdal, Michael; Lai, Zhenyu; Su, Che-Lin - In: Quantitative Economics 6 (2015) 3, pp. 567-597

maximum-likelihood estimation exercise as a constrained optimization problem that can be solved using state …-of-the-art constrained optimization solvers. Under the assumption that only one equilibrium is played in the data, our approach avoids … Monte Carlo experiments to investigate the numerical performance and finite-sample properties of the constrained …

Persistent link: https://www.econbiz.de/10011599685

On the economic theory of crop rotations: value of the crop rotation effects and implications on acreage choice modeling

Carpentier, Alain; Gohin, Alexandre - Laboratoire Études et Recherches Économiques … - 2015

Crop rotations are known to have two main kinds of economic effects: direct effects on potential yields and on the productivity of different inputs, and indirect effects on economically optimal input levels, especially pesticides and fertilizers. The main objective of this article is to uncover...

Persistent link: https://www.econbiz.de/10011272280

Estimating dynamic discrete-choice games of incomplete information

Egesdal, Michael; Lai, Zhenyu; Su, Che-Lin - In: Quantitative economics : QE ; journal of the … 6 (2015) 3, pp. 567-597

Persistent link: https://www.econbiz.de/10011757746