Search Results - subject:"numerical performance"

Dynamic pricing and learning with competition : insights from the dynamic pricing challenge at the 2017 INFORMS RM & pricing conference

Geer, Ruben van de; Boer, Arnoud V. den; Bayliss, … - In: Journal of revenue and pricing management 18 (2019) 3, pp. 185-203

Persistent link: https://www.econbiz.de/10012056742

Modeling and pricing financial assets under long memory processes

Misiran, Masnita - 2010

estimation method, approximation, and numerical performance. …

Persistent link: https://www.econbiz.de/10009434846

A Maclaurin-series expansion approach to multiple paired queues

De Cuypere, Eline; De Turck, Koen; Fiems, Dieter - In: Operations research letters 42 (2014) 3, pp. 203-207

Persistent link: https://www.econbiz.de/10010383192

Benchmarking nonlinear optimization software in technical computing environments

Pintér, János; Kampas, Frank - In: TOP: An Official Journal of the Spanish Society of … 21 (2013) 1, pp. 133-162

Our strategic objective is to develop a broadly categorized, expandable collection of test problems, to support the benchmarking of nonlinear optimization software packages in integrated technical computing environments (ITCEs). ITCEs—such as Maple, Mathematica, and MATLAB—support concise,...

Persistent link: https://www.econbiz.de/10010995372

Updating the regularization parameter in the adaptive cubic regularization algorithm

Gould, N.; Porcelli, M.; Toint, P. - In: Computational Optimization and Applications 53 (2012) 1, pp. 1-22

interpolation techniques, which improve the overall numerical performance of the algorithm. Numerical experiments on large nonlinear …

Persistent link: https://www.econbiz.de/10010998359