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  • Search: subject:"dual method"
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Year of publication
Subject
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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
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Online availability
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Undetermined 17 Free 3
Type of publication
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Article 21 Book / Working Paper 3
Type of publication (narrower categories)
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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
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Language
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English 14 Undetermined 9 German 1
Author
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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
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Published in...
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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
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Source
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ECONIS (ZBW) 13 RePEc 8 EconStor 2 Other ZBW resources 1
Showing 21 - 24 of 24
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Optimal shape design in biomimetics based on homogenization and adaptivity
Hoppe, Ronald H.W.; Petrova, Svetozara I. - In: Mathematics and Computers in Simulation (MATCOM) 65 (2004) 3, pp. 257-272
Optimal shape design of microstructured materials has recently attracted a great deal of attention in materials science. The shape and the topology of the microstructure have a significant impact on the macroscopic properties. The paper is devoted to the shape optimization of new biomorphic...
Persistent link: https://www.econbiz.de/10010749629
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An interior point method for smooth convex optimization : application to large-scale economic models
Epelly, Olivier - 2001
Persistent link: https://www.econbiz.de/10001599377
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An extension of the entropic perturbation method of linear programming
Tian, D. G.; Fei, Q. - In: Mathematical Methods of Operations Research 50 (1999) 1, pp. 17-25
In this paper, an extended form of the entropic perturbation method of linear programming is given, which can overcome the weakness of the original method – being easy of overflow in computing. Moreover, the global convergence of the gradient algorithm for the method is discussed. Copyright...
Persistent link: https://www.econbiz.de/10010950239
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An extension of the entropic perturbation method of linear programming
Tian, D. G.; Fei, Q. - In: Computational Statistics 50 (1999) 1, pp. 17-25
In this paper, an extended form of the entropic perturbation method of linear programming is given, which can overcome the weakness of the original method – being easy of overflow in computing. Moreover, the global convergence of the gradient algorithm for the method is discussed. Copyright...
Persistent link: https://www.econbiz.de/10010759444
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