Search Results - subject:"convex programming"

Convergence rate analysis for the alternating direction method of multipliers with a substitution procedure for separable convex programming

He, Bingsheng; Tao, Min; Yuan, Xiaoming - In: Mathematics of operations research 42 (2017) 3, pp. 662-691

Persistent link: https://www.econbiz.de/10011742446

Spatiotemporally optimal fractionation in radiotherapy

Saberian, Fatemeh; Ghate, Archis; Kim, Minsun - In: INFORMS journal on computing : JOC 29 (2017) 3, pp. 422-437

Persistent link: https://www.econbiz.de/10011743363

Optimal portfolio execution under time-varying liquidity constraints

Lin, Hua-Yi; Fahim, Arash - In: Applied mathematical finance 24 (2017) 5/6, pp. 387-416

Persistent link: https://www.econbiz.de/10011815279

Superreplication of financial derivatives via convex programming

Kahalé, Nabil - In: Management science : journal of the Institute for … 63 (2017) 7, pp. 2323-2339

Persistent link: https://www.econbiz.de/10011729383

Capacitated two-stage time minimization transportation problem with restricted flow

Kaur, Prabhjot; Verma, Vanita; Dahiya, Kalpana - In: RAIRO 51 (2017) 2, pp. 447-467

Persistent link: https://www.econbiz.de/10011776755

Portfolio analysis using stochastic dominance, relative entropy, and empirical likelihood

Post, Thierry; Potì, Valerio - In: Management science : journal of the Institute for … 63 (2017) 1, pp. 153-165

Persistent link: https://www.econbiz.de/10011646360

A strategic timing of arrivals to a linear slowdown processor sharing system

Ravner, Liron; Haviv, Moshe; Vu, Hai L. - In: European journal of operational research : EJOR 255 (2016) 2, pp. 496-504

Persistent link: https://www.econbiz.de/10011532151

A modification of the [alpha]BB method for box-constrained optimization and an application to inverse kinematics

Eichfelder, Gabriele; Gerlach, Tobias; Sumi, Susanne - In: EURO journal on computational optimization 4 (2016) 1, pp. 93-121

For many practical applications it is important to determine not only a numerical approximation of one but a representation of the whole set of globally optimal solutions of a non-convex optimization problem. Then one element of this representation may be chosen based on additional information...

Persistent link: https://www.econbiz.de/10011492612

A two-phase algorithm for the multiparametric linear complementarity problem

Adelgren, Nathan; Wiecek, Malgorzata M. - In: European journal of operational research : EJOR 254 (2016) 3, pp. 715-738

Persistent link: https://www.econbiz.de/10011521783

Radius of robust feasibility formulas for classes of convex programs with uncertain polynomial constraints

Goberna, M. A.; Jeyakumar, Vaithilingam; Li, G.; Linh, N. - In: Operations research letters 44 (2016) 1, pp. 67-73

Persistent link: https://www.econbiz.de/10011455576