Search Results - subject:"infinite programming"

New approach for the nonlinear programming with transient stability constraints arising from power systems

Tong, Xiaojiao; Wu, Soon-Yi; Zhou, Renjun - In: Computational Optimization and Applications 45 (2010) 3, pp. 495-520

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008552386

On numerical optimization theory of infinite kernel learning

Özöğür-Akyüz, S.; Weber, G.-W. - In: Journal of Global Optimization 48 (2010) 2, pp. 215-239

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008673943

COMPUTING BOUNDS ON RISK-NEUTRAL DISTRIBUTIONS FROM THE OBSERVED PRICES OF CALL OPTIONS

NISHIHARA, MICHI; YAGIURA, MUTSUNORI; IBARAKI, TOSHIHIDE - In: Asia-Pacific Journal of Operational Research (APJOR) 27 (2010) 02, pp. 211-225

This paper derives, in closed forms, upper and lower bounds on risk-neutral cumulative distribution functions of the underlying asset price from the observed prices of European call options, based only on the no-arbitrage assumption. The computed bounds from the option price data show that the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008464903

A new smoothing Newton-type algorithm for semi-infinite programming

Ling, Chen; Ni, Qin; Qi, Liqun; Wu, Soon-Yi - In: Journal of Global Optimization 47 (2010) 1, pp. 133-159

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008515425

Optimality conditions and duality for semi-infinite programming involving B-arcwise connected functions

Zhang, Qingxiang - In: Computational Optimization and Applications 45 (2009) 4, pp. 615-629

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008467087

A survey on OR and mathematical methods applied on gene-environment networks

Weber, Gerhard-Wilhelm; Kropat, Erik; Akteke-Öztürk, Basak - In: Central European Journal of Operations Research 17 (2009) 3, pp. 315-341

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008515732

Optimization of gene-environment networks in the presence of errors and uncertainty with Chebychev approximation

Weber, G.-W.; Taylan, P.; Alparslan-Gök, S.; … - In: TOP: An Official Journal of the Spanish Society of … 16 (2008) 2, pp. 284-318

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005371422

Cascading: an adjusted exchange method for robust conic programming

Werner, Ralf - In: Central European Journal of Operations Research 16 (2008) 2, pp. 179-189

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008515728

On generalized semi-infinite optimization of genetic networks

Weber, Gerhard-Wilhelm; Tezel, Aysun - In: TOP: An Official Journal of the Spanish Society of … 15 (2007) 1, pp. 65-77

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005598340

On the closure of the feasible set in generalized semi-infinite programming

Günzel, Harald; Jongen, Hubertus; Stein, Oliver - In: Central European Journal of Operations Research 15 (2007) 3, pp. 271-280

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008515650