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Algorithm
Semi-infinite programming
43
Mathematical programming
26
Mathematische Optimierung
26
Theorie
25
Theory
25
Heat equation
11
heat equation
11
semi-infinite programming
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Constraint qualification
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Robustes Verfahren
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Algorithmus
4
Duality
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Multi-criteria analysis
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Optimality conditions
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Option pricing theory
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Optionspreistheorie
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Semiinfinite Optimierung
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ClosureFast
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Option bounds
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Option trading
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Optionsgeschäft
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Pearcey function
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Rayleigh equation
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Sensitivitätsanalyse
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boundary crossing
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boundary options
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option pricing
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15A39.
2
1991 Mathematics Subject Classification: Primary 54C60
2
Actuarial mathematics
2
Adaptive discretization
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Cunha, Alexandre Salles da
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Guimarães, Dilson Almeida
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Haskell, William B.
1
Jungen, Daniel
1
Mitsos, Alexander
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Mota, Alzira
1
Pereira, Dilson Lucas
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Mathematical methods of operations research : ZOR
2
European journal of operational research : EJOR
1
International journal of business excellence
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ECONIS (ZBW)
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A reduction method for nonlinear semi-infinite programming based on an exact penalty technique
Mota, Alzira
;
Vaz, A. Ismael F.
- In:
International journal of business excellence
9
(
2016
)
3
,
pp. 348-363
Persistent link: https://www.econbiz.de/10011627255
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2
An inexact primal-dual algorithm for semi-infinite programming
Wei, Bo
;
Haskell, William B.
;
Zhao, Sixiang
- In:
Mathematical methods of operations research : ZOR
91
(
2020
)
3
,
pp. 501-544
Persistent link: https://www.econbiz.de/10012301625
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3
Semidefinite programming lower bounds and branch-and-bound algorithms for the quadratic minimum spanning tree problem
Guimarães, Dilson Almeida
;
Cunha, Alexandre Salles da
; …
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 46-58
Persistent link: https://www.econbiz.de/10012132359
Saved in:
4
Adaptive discretization-based algorithms for semi-infinite programs with unbounded variables
Jungen, Daniel
;
Djelassi, Hatim
;
Mitsos, Alexander
- In:
Mathematical methods of operations research : ZOR
96
(
2022
)
1
,
pp. 83-112
Persistent link: https://www.econbiz.de/10013454958
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