nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A constrained optimization reformulation and a feasible descent direction method for $$L_{1/2}$$L1/2 regularization
|
Li, Dong-Hui |
|
2014 |
|
1-2 |
p. 263-284 |
artikel |
2 |
A Framework Algorithm to Compute Optimal Asset Allocation for Retirement with Behavioral Utilities
|
Gupta, Aparna |
|
2005 |
|
1-2 |
p. 91-113 |
artikel |
3 |
A Levenberg-Marquardt method with approximate projections
|
Behling, R. |
|
2013 |
|
1-2 |
p. 5-26 |
artikel |
4 |
An affine scaling method for optimization problems with polyhedral constraints
|
Hager, William W. |
|
2013 |
|
1-2 |
p. 163-183 |
artikel |
5 |
A new error bound result for Generalized Nash Equilibrium Problems and its algorithmic application
|
Dreves, Axel |
|
2013 |
|
1-2 |
p. 63-84 |
artikel |
6 |
Approximation methods for complex polynomial optimization
|
Jiang, Bo |
|
2014 |
|
1-2 |
p. 219-248 |
artikel |
7 |
A regularized Newton method without line search for unconstrained optimization
|
Ueda, Kenji |
|
2014 |
|
1-2 |
p. 321-351 |
artikel |
8 |
A smoothing augmented Lagrangian method for solving simple bilevel programs
|
Xu, Mengwei |
|
2013 |
|
1-2 |
p. 353-377 |
artikel |
9 |
Convergence of the reweighted ℓ1 minimization algorithm for ℓ2–ℓp minimization
|
Chen, Xiaojun |
|
2013 |
|
1-2 |
p. 47-61 |
artikel |
10 |
Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints
|
Kanzow, Christian |
|
2013 |
|
1-2 |
p. 249-262 |
artikel |
11 |
Customized proximal point algorithms for linearly constrained convex minimization and saddle-point problems: a unified approach
|
Gu, Guoyong |
|
2013 |
|
1-2 |
p. 135-161 |
artikel |
12 |
Exact computational approaches to a stochastic uncapacitated single allocation p-hub center problem
|
Hult, Edward |
|
2013 |
|
1-2 |
p. 185-200 |
artikel |
13 |
Faster, but weaker, relaxations for quadratically constrained quadratic programs
|
Burer, Samuel |
|
2013 |
|
1-2 |
p. 27-45 |
artikel |
14 |
Introduction: Optimization and Risk Modelling
|
Mitra, Gautam |
|
2005 |
|
1-2 |
p. 5-8 |
artikel |
15 |
Measuring Risk for Income Streams
|
Pflug, Georg Ch. |
|
2005 |
|
1-2 |
p. 161-178 |
artikel |
16 |
Multiperiod Portfolio Optimization with Terminal Liability: Bounds for the Convex Case
|
Edirisinghe, N. C. P. |
|
2005 |
|
1-2 |
p. 29-59 |
artikel |
17 |
Non-cooperative games with minmax objectives
|
Facchinei, Francisco |
|
2014 |
|
1-2 |
p. 85-112 |
artikel |
18 |
On an enumerative algorithm for solving eigenvalue complementarity problems
|
Fernandes, Luís M. |
|
2013 |
|
1-2 |
p. 113-134 |
artikel |
19 |
On error bounds and Newton-type methods for generalized Nash equilibrium problems
|
Izmailov, Alexey F. |
|
2013 |
|
1-2 |
p. 201-218 |
artikel |
20 |
On Extending the LP Computable Risk Measures to Account Downside Risk
|
Krzemienowski, Adam |
|
2005 |
|
1-2 |
p. 133-160 |
artikel |
21 |
Optimal parameter selection for nonlinear multistage systems with time-delays
|
Liu, Chongyang |
|
2014 |
|
1-2 |
p. 285-306 |
artikel |
22 |
Optimal Security Liquidation Algorithms
|
Butenko, Sergiy |
|
2005 |
|
1-2 |
p. 9-27 |
artikel |
23 |
Optimization of a Long-Short Portfolio under Nonconvex Transaction Cost
|
Konno, Hiroshi |
|
2005 |
|
1-2 |
p. 115-132 |
artikel |
24 |
Preface
|
Chen, Xiaojun |
|
2014 |
|
1-2 |
p. 1-4 |
artikel |
25 |
Space tensor conic programming
|
Qi, Liqun |
|
2013 |
|
1-2 |
p. 307-319 |
artikel |
26 |
Strategic Long-Term Financial Risks: Single Risk Factors
|
Embrechts, Paul |
|
2005 |
|
1-2 |
p. 61-90 |
artikel |
27 |
Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach
|
Zheng, Xiaojin |
|
2013 |
|
1-2 |
p. 379-397 |
artikel |
28 |
Treasury Management Model with Foreign Exchange Exposure
|
Volosov, Konstantin |
|
2005 |
|
1-2 |
p. 179-207 |
artikel |