CSpace

浏览/检索结果: 共3条,第1-3条 帮助

限定条件    
已选(0)清除 条数/页:   排序方式:
On some extended mixed integer optimization models of the Eisenberg-Noe model in systemic risk management 期刊论文
INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2021, 页码: 24
作者:  Dong, Zhi-Long;  Peng, Jiming;  Xu, Fengmin;  Dai, Yu-Hong
收藏  |  浏览/下载:147/0  |  提交时间:2021/04/26
financial network  systemic risk  mixed integer programming  coefficient strengthening  sequential linear optimization  
On the complexity of sequentially lifting cover inequalities for the knapsack polytope 期刊论文
SCIENCE CHINA-MATHEMATICS, 2020, 页码: 10
作者:  Chen, Wei-Kun;  Dai, Yu-Hong
收藏  |  浏览/下载:125/0  |  提交时间:2020/05/24
integer programming  sequentially lifted cover inequality  complexity  lifting problem  
A sparse enhanced indexation model with chance and cardinality constraints 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2018, 卷号: 70, 期号: 1, 页码: 5-25
作者:  Xu, Fengmin;  Wang, Meihua;  Dai, Yu-Hong;  Xu, Dachuan
收藏  |  浏览/下载:121/0  |  提交时间:2018/07/30
Enhanced indexation  Chance constraint  Mixed integer programming  Distributionally robust approach