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Improved estimation of duality gap in binary quadratic programming using a weighted distance measure

Xia, Yong; Sheu, Ruey-lin; Sun, Xiaoling; Li, Duan - In: European journal of operational research : EJOR 218 (2012) 2, pp. 351-357

Persistent link: https://www.econbiz.de/10009505414

Duality gap estimation of linear equality constrained binary quadratic programming

Zheng, Xiaojin; Sun, Xiaoling; Li, Duan; Xia, Yong - In: Mathematics of operations research 35 (2010) 4, pp. 864-880

Persistent link: https://www.econbiz.de/10008823100

Classical Mean Variance Model Revisited : Pseudo Efficiency

Yan, Jia-an - 2009

Since Markowitz published his seminal work on mean-variance portfolio selection in 1952, almost all literature in the past half century adhere their investigation to a binding budget spending assumption on this classical investment issue. In the mean-variance world for a market of all risky...

Persistent link: https://www.econbiz.de/10013154329

Recursive approximation of the high dimensional max function

Bi̇rbi̇l, Ş. İlker; Fang, Shu-Cherng; Frenk, Johannes G. - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001783493

Recursive approximation of the high dimensional max function

Bi̇rbi̇l, Ş. İlker; Fang, Shu-Cherng; Frenk, Johannes G. - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001732874

On distributional robust probability functions and their computations

Wong, Man Hong; Zhang, Shuzhong - In: European journal of operational research : EJOR 233 (2014) 1, pp. 23-33

Persistent link: https://www.econbiz.de/10010224942

Probability bounds for polynomial functions in random variables

He, Simai; Jiang, Bo; Li, Zhening; Zhang, Shuzhong - In: Mathematics of operations research 39 (2014) 3, pp. 889-907

Persistent link: https://www.econbiz.de/10010402949

Moments tensors, Hilbert's identity, and k-wise uncorrelated random variables

Jiang, Bo; He, Simai; Li, Zhening; Zhang, Shuzhong - In: Mathematics of operations research 39 (2014) 3, pp. 775-788

Persistent link: https://www.econbiz.de/10010402957

Adaptive stochastic variance reduction for subsampled Newton method with cubic regularization

Zhang, Junyu; Xiao, Lin; Zhang, Shuzhong - In: INFORMS journal on optimization 4 (2022) 1, pp. 45-64

Persistent link: https://www.econbiz.de/10013184948