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  • Search: subject:"penalty functions"
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Year of publication
Subject
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Penalty functions 6 Concave penalty functions 5 Frank-Wolfe algorithm 5 Mixed integer programming 5 penalty functions 4 Feasibility Problem 3 Theorie 3 Theory 3 Asymptotic equivalence 2 Calmness 2 Chance constraints 2 Discrete distribution 2 Dynamic programming 2 Efficient frontier of utility and CVaR 2 Exact penalization 2 Exact penalty functions 2 Existence of optimal solutions 2 Feasibility Pump 2 Mathematical programming 2 Mathematische Optimierung 2 Risiko 2 Risk 2 Sequential penalty functions 2 State/control constraints 2 0-Order stationarity 1 Ahmedabad 1 Algorithm 1 Algorithmus 1 Aspiration levels 1 Backward stochastic differential equations 1 Basis riskIndex-based insurance 1 Bregman divergence 1 Business cycle 1 Corrected phase-type approximations 1 DIRECT algorithm 1 De novo programming 1 Decision under uncertainty 1 Dynamic concave utilities 1 Dynamic convex risk measures 1 EOQ 1
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Online availability
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Undetermined 16 Free 8
Type of publication
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Article 15 Book / Working Paper 9
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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Undetermined 19 English 5
Author
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Lucidi, Stefano 6 Rinaldi, Francesco 6 De Santis, Marianna 4 Branda, Martin 2 Zheng, Harry 2 Adekpedjou, Akim 1 Aouam, Tarik 1 BANERJEE, K. 1 BASU, M. 1 Balluchi, Andrea 1 Benvenuti, Luca 1 Cacciatore, Matteo 1 Claramunt, Maria Mercè 1 Delbaen, Freddy 1 Di Benedetto, Maria D. 1 Dutta, Goutam 1 Föllmer, Hans 1 García-Palomares, Ubaldo M. 1 Geiger, Daniel J. 1 Gianin, Emanuela Rosazza 1 Haan, Wouter J. den 1 Hocine, Amin 1 Karmarkar, Sandeep 1 Kouaissah, Noureddine 1 Krass, Iosif A. 1 Lefevre, Claude 1 Loisel, Stéphane 1 Lucidi, S. 1 Mertikopoulos, Panayotis 1 Montesinos, Pierre 1 Ortobelli Lozza, Sergio 1 PANDA, S. 1 Peng, Shige 1 Penner, Irina 1 Pillo, G. Di 1 Pinar, Mustafa Ç. 1 Ravenna, Federico 1 Rinaldi, F. 1 Sandholm, William H. 1 Sangiovanni–Vincentelli, Alberto L. 1
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Institution
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Dipartimento di Ingegneria Informatica, Automatica e Gestionale "Antonio Ruberti", Facoltà di Ingegneria dell'Informazione Informatica e Statistica 7 de Nederlandsche Bank 1
Published in...
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DIS Technical Reports 6 Computational Statistics 2 Mathematical Methods of Operations Research 2 Statistics & Risk Modeling 2 Asia-Pacific Journal of Operational Research (APJOR) 1 DIAG Technical Reports 1 DNB Working Papers 1 Discussion papers / CEPR 1 European journal of operational research : EJOR 1 Finance and Stochastics 1 Insurance / Mathematics & economics 1 International Journal of Revenue Management 1 Journal of Global Optimization 1 Management Science 1 Mathematics of operations research 1 Top : an official journal of the Spanish Society of Statistics and Operations Research 1
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Source
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RePEc 17 ECONIS (ZBW) 5 Other ZBW resources 2
Showing 1 - 10 of 24
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Modelling De novo programming within Simon's satisficing theory : methods and application in designing an optimal offshore wind farm location system
Hocine, Amin; Kouaissah, Noureddine; Ortobelli Lozza, Sergio - In: European journal of operational research : EJOR 315 (2024) 1, pp. 289-306
Persistent link: https://www.econbiz.de/10014562828
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Basis risk management and randomly scaled uncertainty
Claramunt, Maria Mercè; Lefevre, Claude; Loisel, Stéphane - In: Insurance / Mathematics & economics 107 (2022), pp. 123-139
Persistent link: https://www.econbiz.de/10013471199
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Uncertainty, wages, and the business cycle
Ravenna, Federico; Cacciatore, Matteo - 2020
Persistent link: https://www.econbiz.de/10012216530
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Non-monotone derivative-free algorithm for solving optimization models with linear constraints : extensions for solving nonlinearly constrained models via exact penalty methods
García-Palomares, Ubaldo M. - In: Top : an official journal of the Spanish Society of … 28 (2020) 3, pp. 599-625
Persistent link: https://www.econbiz.de/10012305541
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On corrected phase-type approximations of the time value of ruin with heavy tails
Geiger, Daniel J.; Adekpedjou, Akim - In: Statistics & Risk Modeling 36 (2019) 1-4, pp. 57-75
approximations, we study numerically the approximations’ relative errors for some specific penalty functions and claims distributions.  …
Persistent link: https://www.econbiz.de/10014621277
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A new class of functions for measuring solution integrality in the Feasibility Pump approach: Complete Results
De Santis, Marianna; Lucidi, Stefano; Rinaldi, Francesco - Dipartimento di Ingegneria Informatica, Automatica e … - 2013
Mixed-Integer optimization is a powerful tool for modeling many optimization problems arising from real-world applications. Finding a first feasible solution represents the first step for several MIP solvers. The Feasibility pump is a heuristic for finding feasible solutions to mixed integer...
Persistent link: https://www.econbiz.de/10010711130
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The Design of dynamical observers for hybrid systems: Theory and Application to an Automotive Control Problem
Balluchi, Andrea; Benvenuti, Luca; Di Benedetto, Maria D.; … - Dipartimento di Ingegneria Informatica, Automatica e … - 2012
A design methodology is presented for dynamical observers of hybrid systems with linear continuous-time dynamics that reconstruct the complete state (discrete location and continuous state) from the knowledge of the inputs and outputs of a hybrid plant. Given a current-location observable living...
Persistent link: https://www.econbiz.de/10010597754
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A new class of functions for measuring solution integrality in the Feasibility Pump approach
De Santis, Marianna; Lucidi, Stefano; Rinaldi, Francesco - Dipartimento di Ingegneria Informatica, Automatica e … - 2011
Mixed-Integer optimization is a powerful tool for modeling many optimization problems arising from real-world applications. Finding a rst feasible solution represents the rst step for several MIP solvers. The Feasibility pump is a heuristic for nding feasible solutions to mixed integer linear...
Persistent link: https://www.econbiz.de/10010597763
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Learning in games via reinforcement and regularization
Mertikopoulos, Panayotis; Sandholm, William H. - In: Mathematics of operations research 41 (2016) 4, pp. 1297-1324
Persistent link: https://www.econbiz.de/10011595060
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How well-behaved are higher-order perturbation solutions?
Haan, Wouter J. den; Wind, Joris de - de Nederlandsche Bank - 2010
They are not well-behaved. The main problem is that one cannot control the radius of convergence when using perturbation techniques. Just outside the radius of convergence, higher-order approximations can easily behave extremely badly, and even within the radius of convergence one can expect...
Persistent link: https://www.econbiz.de/10008518883
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