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  • Search: subject:"convex optimization"
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Year of publication
Subject
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Mathematical programming 167 Mathematische Optimierung 166 Theorie 165 Theory 165 Convex optimization 119 convex optimization 91 Konvexe Optimierung 41 Algorithm 38 Algorithmus 38 Stochastic process 26 Stochastischer Prozess 26 Non-convex optimization 24 Convex Optimization 21 Portfolio selection 21 Portfolio-Management 21 Nichtlineare Optimierung 16 Nonlinear programming 15 Estimation theory 14 Schätztheorie 14 Dynamische Optimierung 13 Dynamic programming 12 Optimierung 12 complexity bounds 11 non-convex optimization 11 optimal methods 11 online convex optimization 10 Learning process 9 Lernprozess 9 Operations Research 9 Operations research 9 Robust statistics 9 Robustes Verfahren 9 Spieltheorie 9 lower complexity bounds 8 Arbitrage Pricing 7 Arbitrage pricing 7 Game theory 7 Risiko 7 Risk 7 non-smooth optimization 7
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Online availability
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Undetermined 197 Free 113 CC license 4
Type of publication
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Article 234 Book / Working Paper 117
Type of publication (narrower categories)
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Article in journal 161 Aufsatz in Zeitschrift 161 Graue Literatur 44 Non-commercial literature 44 Working Paper 43 Arbeitspapier 38 Article 9 Hochschulschrift 7 Conference paper 3 Konferenzbeitrag 3 Konferenzschrift 3 Aufsatz im Buch 2 Book section 2 Collection of articles of several authors 2 Sammelwerk 2 Thesis 2 research-article 2 Conference proceedings 1 Dissertation u.a. Prüfungsschriften 1 Lehrbuch 1 Textbook 1 editorial 1
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Language
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English 244 Undetermined 99 German 7 Polish 1
Author
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Nesterov, Jurij Evgenʹevič 16 NESTEROV, Yurii 12 NESTEROV, Yu. 10 Becker, Marcus 5 NESTEROV, Yu 5 Athanassoglou, Stergios 4 Doikov, Nikita 4 Löffler, Andreas 4 Xie, Tian 4 Ackooij, Wim van 3 Ahookhosh, Masoud 3 Camlibel, Kanat 3 DEVOLDER, Olivier 3 GLINEUR, François 3 Ghate, Archis 3 Glineur, François 3 Konnov, Igor V. 3 Lettau, Martin 3 SHIKHMAN, Vladimir 3 Scherpen, Jacquelien M. A. 3 Schöbel, Anita 3 Shomalzadeh, Koorosh 3 Zhao, Yun-Bin 3 Agrawal, Shipra 2 Ahmadi, Amir Ali 2 Ajdari, Ali 2 Avdeeva, Ligija Igorevna 2 Azhmyakov, Vadim 2 Baes, Michel 2 Borm, Peter 2 Boyd, Stephen P. 2 Boţ, Radu 2 Brinkhuis, Jan 2 Bürgisser, Michael 2 Das, Arka 2 Devolder, Olivier 2 Diehl, Moritz 2 Dinh, Quoc Tran 2 Dobrescu, Loretti Isabella 2 Edirisinghe, Chanaka 2
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Institution
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 31 Sloan School of Management, Massachusetts Institute of Technology (MIT) 2 Symposium on Convexity and Duality in Optimization <1984, Groningen> 2 Université Paris-Dauphine (Paris IX) 2 Books on Demand GmbH <Norderstedt> 1 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Economics Department, Queen's University 1 Erasmus University Rotterdam, Econometric Institute 1 Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Finance Discipline Group, Business School 1 Fondazione ENI Enrico Mattei (FEEM) 1 International Symposium on Generalized Convexity, Monotonicity <8, 2005, Varese> 1 National Bureau of Economic Research 1 Rijksuniversiteit <Groningen> 1 Rijksuniversiteit Groningen 1 Tilburg University, Center for Economic Research 1 Uniwersytet Ekonomiczny w Katowicach 1
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Published in...
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CORE Discussion Papers 31 Mathematics of operations research 22 CORE discussion papers : DP 19 Operations research 16 European journal of operational research : EJOR 12 Operations research letters 12 Computational Optimization and Applications 11 Computational Statistics 9 INFORMS journal on computing : JOC 7 Mathematical Methods of Operations Research 7 INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences 6 Mathematical methods of operations research 6 Mathematical methods of operations research : ZOR 6 Lecture notes in economics and mathematical systems : LNEMS 5 Management science : journal of the Institute for Operations Research and the Management Sciences 5 Computational management science 4 Journal of Global Optimization 4 TOP: An Official Journal of the Spanish Society of Statistics and Operations Research 4 Computational Management Science 3 Computational Management Science : CMS 3 Computational economics 3 Dissertation Series CentER 3 European Journal of Operational Research 3 Journal of mathematical economics 3 Les cahiers du GERAD 3 Omega : the international journal of management science 3 Operations research letters : a journal of INFORMS devoted to the rapid publication of concise contributions in operations research 3 4OR : quarterly journal of the Belgian, French and Italian Operations Research Societies 2 Applied Energy 2 Computers & operations research : and their applications to problems of world concern ; an international journal 2 Dynamic games and applications : DGA 2 Economics Papers from University Paris Dauphine 2 Economics letters 2 INFORMS journal on optimization 2 International journal of forecasting 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 LIDAM discussion paper CORE 2 Lecture notes in economics and mathematical systems : operations research, computer science, social science 2 Management Science 2 Nota di Lavoro 2
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Source
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ECONIS (ZBW) 224 RePEc 100 EconStor 14 USB Cologne (EcoSocSci) 8 Other ZBW resources 5
Showing 41 - 50 of 351
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Decentralized optimization with affine constraints over time-varying networks
Yarmoshik, Demyan; Rogozin, Alexander; Gasnikov, Alexander - In: Computational management science 21 (2024) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10014442624
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Scheduling jobs to minimize a convex function of resource usage
Kis, Tamás; Szögi, Evelin - In: Computers & operations research : an international journal 169 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10015066067
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On proper separation of convex sets
Mehdiloo, Mahmood - In: Mathematical methods of operations research : ZOR 99 (2024) 3, pp. 349-364
Persistent link: https://www.econbiz.de/10015125549
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Portfolio optimization with cumulative prospect theory utility via convex optimization
Luxenberg, Eric; Schiele, Philipp; Boyd, Stephen P. - In: Computational economics 64 (2024) 5, pp. 3027-3047
Persistent link: https://www.econbiz.de/10015144105
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Black-box acceleration of monotone convex program solvers
London, Palma; Vardi, Shai; Eghbali, Reza; Wierman, Adam - In: Operations research 72 (2024) 2, pp. 796-815
Persistent link: https://www.econbiz.de/10014520986
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On the Douglas-Rachford algorithm for solving possibly inconsistent optimization problems
Bauschke, Heinz; Moursi, Walaa M. - In: Mathematics of operations research 49 (2024) 1, pp. 58-77
Persistent link: https://www.econbiz.de/10014527205
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Flexible differentiable optimization via model transformations
Besançon, Mathieu; Garcia, Joaquim Dias; Legat, Benoît; … - In: INFORMS journal on computing : JOC ; charting new … 36 (2024) 2, pp. 456-478
Persistent link: https://www.econbiz.de/10014532300
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Effective algorithms for optimal portfolio deleveraging problem with cross impact
Luo, Hezhi; Chen, Yuanyuan; Zhang, Xianye; Li, Duan; … - In: Mathematical finance : an international journal of … 34 (2024) 1, pp. 36-89
Persistent link: https://www.econbiz.de/10014471144
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Inner Moreau envelope of nonsmooth conic chance-constrained optimization problems
Ackooij, Wim van; Pérez-Aros, Pedro; Soto, Claudia; … - In: Mathematics of operations research 49 (2024) 3, pp. 1419-1451
Persistent link: https://www.econbiz.de/10015047584
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Solving strong-substitutes product-mix auctions
Baldwin, Elizabeth; Goldberg, Paul; Klemperer, Paul; … - In: Mathematics of operations research 49 (2024) 3, pp. 1502-1534
Persistent link: https://www.econbiz.de/10015047613
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