Search Results - subject:"convex programming"

Chance constrained optimization for targeted internet advertising

Deza, Antoine; Huang, Kai; Metal, Michael R. - In: Omega : the international journal of management science 53 (2015), pp. 90-96

Persistent link: https://www.econbiz.de/10010506262

Projection : a unified approach to semi-infinite linear programs and duality in convex programming

Basu, Amitabh; Martin, Kipp; Ryan, Christopher Thomas - In: Mathematics of operations research 40 (2015) 1, pp. 146-170

Persistent link: https://www.econbiz.de/10010497626

On solving large-scale polynomial convex problems by randomized first-order algorithms

Ben-Tal, Aharon; Nemirovskij, Arkadij S. - In: Mathematics of operations research 40 (2015) 2, pp. 474-494

Persistent link: https://www.econbiz.de/10011283233

On the solution of multidimensional convex separable continuous knapsack problem with bounded variables

Stefanov, Stefan M. - In: European journal of operational research : EJOR 247 (2015) 2, pp. 366-369

Persistent link: https://www.econbiz.de/10011374496

A strictly contractive Peaceman-Rachford splitting method with logarithmic-quadratic proximal regularization for convex programming

Li, Min; Yuan, Xiaoming - In: Mathematics of operations research 40 (2015) 4, pp. 842-858

Persistent link: https://www.econbiz.de/10011408909

A generic column generation principle: derivation and convergence analysis

Larsson, Torbjörn; Migdalas, Athanasios; Patriksson, … - In: Operational research : an international journal 15 (2015) 2, pp. 163-198

Persistent link: https://www.econbiz.de/10011410003

On reducing inconsistency of pairwise comparison matrices below an acceptance threshold

Bozóki, Sándor; Fülöp, János; Poesz, Attila - In: Central European journal of operations research : CEJOR … 23 (2015) 4, pp. 849-866

Persistent link: https://www.econbiz.de/10011597871

A regularized simplex method

Fábián, Csaba I.; Eretnek, Krisztián; Papp, Olga - In: Central European journal of operations research : CEJOR … 23 (2015) 4, pp. 877-898

Persistent link: https://www.econbiz.de/10011597876

Robust portfolio optimization with copulas

Kakouris, Iakovos; Rustem, Berç - In: European Journal of Operational Research 235 (2014) 1, pp. 28-37

Conditional Value at Risk (CVaR) is widely used in portfolio optimization as a measure of risk. CVaR is clearly dependent on the underlying probability distribution of the portfolio. We show how copulas can be introduced to any problem that involves distributions and how they can provide...

Persistent link: https://www.econbiz.de/10010744234

Primal and dual approximation algorithms for convex vector optimization problems

Löhne, Andreas; Rudloff, Birgit; Ulus, Firdevs - In: Journal of Global Optimization 60 (2014) 4, pp. 713-736

Two approximation algorithms for solving convex vector optimization problems (CVOPs) are provided. Both algorithms solve the CVOP and its geometric dual problem simultaneously. The first algorithm is an extension of Benson’s outer approximation algorithm, and the second one is a dual variant...

Persistent link: https://www.econbiz.de/10011151248