EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"dual method"
Narrow search

Narrow search

Year of publication
Subject
All
Theorie 9 Theory 9 Mathematical programming 8 Mathematische Optimierung 8 dual method 5 Lagrange dual method 3 Lagrangian dual method 3 Nonlinear programming 3 Portfolio selection 3 Portfolio-Management 3 Primal-dual method 3 Risikomodell 3 Risk model 3 primal-dual method 3 Algorithm 2 Algorithmus 2 Constrained optimization 2 Linear programming 2 Nichtlineare Optimierung 2 Reinsurance 2 Risikomaß 2 Risk measure 2 Rückversicherung 2 Stochastic process 2 Stochastischer Prozess 2 derivatives 2 entropic perturbation 2 functional principal component 2 global convergence 2 linear programming 2 multivariate functions 2 state price densities 2 Adaptive refinement 1 Augmented Lagrangian 1 Augmented Lagrangian function 1 Barzilai-Borwein step size 1 CDF formulation 1 Canonical dual method 1 Contract 1 Contract theory 1
more ... less ...
Online availability
All
Undetermined 17 Free 3
Type of publication
All
Article 21 Book / Working Paper 3
Type of publication (narrower categories)
All
Article in journal 11 Aufsatz in Zeitschrift 11 Graue Literatur 2 Non-commercial literature 2 Working Paper 2 Arbeitspapier 1 Article 1 Hochschulschrift 1 Thesis 1
more ... less ...
Language
All
English 14 Undetermined 9 German 1
Author
All
Fei, Q. 2 Grith, Maria 2 Kneip, Alois 2 Liang, Zongxia 2 Tian, D. G. 2 Wagner, Heiko 2 Weng, Chengguo 2 Zhuang, Sheng Chao 2 Armand, Paul 1 Assa, Hirbod 1 Benoist, Joël 1 Büskens, Christof 1 Chen, Anthony 1 Chouaf, Abdelhak 1 De Marchi, Alberto 1 Dong, Yinghui 1 Du, Muqing 1 Ebrahimnejad, A. 1 Epelly, Olivier 1 Gao, David 1 He, Lin 1 Hoppe, Ronald H.W. 1 Härdle, Wolfgang 1 Härdle, Wolfgang Karl 1 Ken Seng Tan 1 Kim, Jong Gwang 1 Kuhlmann, Renke 1 Laksaci, Ali 1 Li, Guoyuan 1 Lotfi, F. Hosseinzadeh 1 Luo, H. 1 Lv, Wenxin 1 Mantke, Felix T. 1 Nasseri, S.H. 1 Omheni, Riadh 1 Paris, Quirino 1 Pateloup, Vincent 1 Petrova, Svetozara I. 1 Soltanifar, M. 1 Tan, Heqing 1
more ... less ...
Published in...
All
Insurance / Mathematics & economics 3 Computational Optimization and Applications 2 Journal of Global Optimization 2 Mathematics of operations research 2 Scandinavian actuarial journal 2 Computational Statistics 1 European Journal of Industrial Engineering 1 Mathematical Methods of Operations Research 1 Mathematical methods of operations research 1 Mathematics and Computers in Simulation (MATCOM) 1 Operations research letters 1 QA - Rivista dell'Associazione Rossi-Doria 1 SFB 649 Discussion Paper 1 SFB 649 discussion paper 1 Statistics & Risk Modeling 1 Transportation research : an international journal 1 WPg : Kompetenz schafft Vertrauen 1
more ... less ...
Source
All
ECONIS (ZBW) 13 RePEc 8 EconStor 2 Other ZBW resources 1
Showing 11 - 20 of 24
Cover Image
A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm
Kuhlmann, Renke; Büskens, Christof - In: Mathematical methods of operations research 87 (2018) 3, pp. 451-483
Persistent link: https://www.econbiz.de/10011874027
Saved in:
Cover Image
CDF formulation for solving an optimal reinsurance problem
Weng, Chengguo; Zhuang, Sheng Chao - In: Scandinavian actuarial journal (2017) 5, pp. 395-418
Persistent link: https://www.econbiz.de/10011772196
Saved in:
Cover Image
Optimal mean-variance efficiency of a family with life insurance under inflation risk
Liang, Zongxia; Zhao, Xiaoyang - In: Insurance / Mathematics & economics 71 (2016), pp. 164-178
Persistent link: https://www.econbiz.de/10011630638
Saved in:
Cover Image
Marginal Indemnification Function formulation for optimal reinsurance
Zhuang, Sheng Chao; Weng, Chengguo; Ken Seng Tan; Assa, … - In: Insurance / Mathematics & economics 67 (2016), pp. 65-76
Persistent link: https://www.econbiz.de/10011457155
Saved in:
Cover Image
Nonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programming
Wu, H.; Luo, H.; Yang, J. - In: Journal of Global Optimization 59 (2014) 4, pp. 695-727
This paper aims at showing that the class of augmented Lagrangian functions for nonlinear semidefinite programming problems can be derived, as a particular case, from a nonlinear separation scheme in the image space associated with the given problem. By means of the image space analysis, a...
Persistent link: https://www.econbiz.de/10010845818
Saved in:
Cover Image
Study of a primal-dual algorithm for equality constrained minimization
Armand, Paul; Benoist, Joël; Omheni, Riadh; Pateloup, … - In: Computational Optimization and Applications 59 (2014) 3, pp. 405-433
The paper proposes a primal-dual algorithm for solving an equality constrained minimization problem. The algorithm is a Newton-like method applied to a sequence of perturbed optimality systems that follow naturally from the quadratic penalty approach. This work is first motivated by the fact...
Persistent link: https://www.econbiz.de/10011151837
Saved in:
Cover Image
On the functional local linear estimate for spatial regression
Chouaf, Abdelhak; Laksaci, Ali - In: Statistics & Risk Modeling 29 (2012) 3, pp. 189-214
Abstract Consider Z i  = ( X i , Y i ), i  ∈ ℤ N be an F×ℝ-valued measurable strictly stationary spatial process, where F is a semi-metric space. We study the spatial covariation between X i and Y i by using the local linear estimate of the functional spatial regression E[ Y i | X i...
Persistent link: https://www.econbiz.de/10014622221
Saved in:
Cover Image
Applying the canonical dual theory in optimal control problems
Zhu, Jinghao; Wu, Dan; Gao, David - In: Journal of Global Optimization 54 (2012) 2, pp. 221-233
This paper presents some applications of the canonical dual theory in optimal control problems. The analytic solutions of several nonlinear and nonconvex problems are investigated by global optimizations. It turns out that the backward differential flow defined by the KKT equation may reach the...
Persistent link: https://www.econbiz.de/10010896432
Saved in:
Cover Image
A primal-dual method for linear programming problems with fuzzy variables
Ebrahimnejad, A.; Nasseri, S.H.; Lotfi, F. Hosseinzadeh; … - In: European Journal of Industrial Engineering 4 (2010) 2, pp. 189-209
Linear programming problems with fuzzy variables have been investigated by many researchers in the recent literature. Some methods to solve these problems, such as the primal simplex method and the dual simplex method, are based on the concept of comparison of fuzzy numbers by using ranking...
Persistent link: https://www.econbiz.de/10008755640
Saved in:
Cover Image
Certainties and Novelties in Production Economics
Paris, Quirino - In: QA - Rivista dell'Associazione Rossi-Doria (2009) 3
Michele De Benedictis has for some time taken an interest in behavioral models for agricultural entrepreneurs. Often, such models are specified by means of a production function and a cost function with the associated derived demands for inputs. In order to make such models operational in a...
Persistent link: https://www.econbiz.de/10008490581
Saved in:
  • First
  • Prev
  • 1
  • 2
  • 3
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...