CSpace

Browse/Search Results:  1-3 of 3 Help

Filters    
Selected(0)Clear Items/Page:    Sort:
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
Authors:  Chen, Guohua;  Liao, Xiaolian;  Wang, Shouyang
Favorite  |  View/Download:9/0  |  Submit date: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
Authors:  Averbakh, I.;  Zhao, Y. B.
Favorite  |  View/Download:12/0  |  Submit date: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
Authors:  Gao, ZY;  He, GP;  Wu, F
Favorite  |  View/Download:11/0  |  Submit date:2018/07/30
constrained optimization  algorithm  sequential systems of linear equations  coefficient matrices  auxiliary problem