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A cutting plane algorithm for MV portfolio selection model 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2009, 卷号: 215, 期号: 4, 页码: 1456-1462
作者:  Chen, Guohua;  Liao, Xiaolian;  Wang, Shouyang
收藏  |  浏览/下载:91/0  |  提交时间:2018/07/30
Possibility theory  Portfolio selection  Cutting plane algorithm  
Relaxed robust second-order-cone programming 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2009, 卷号: 210, 期号: 2, 页码: 387-397
作者:  Averbakh, I.;  Zhao, Y. B.
收藏  |  浏览/下载:94/0  |  提交时间:2018/07/30
Second-order-cone program  Robust optimization  Convex analysis  Nonlinear optimization  
Sequential systems of linear equations algorithm for nonlinear optimization problems - general constrained problems 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2004, 卷号: 147, 期号: 1, 页码: 211-226
作者:  Gao, ZY;  He, GP;  Wu, F
收藏  |  浏览/下载:98/0  |  提交时间:2018/07/30
constrained optimization  algorithm  sequential systems of linear equations  coefficient matrices  auxiliary problem