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Year of publication
Subject
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Reverse convex constraints 5 Mathematical programming 4 Mathematische Optimierung 4 Unboundedness 4 Concave integer minimization 3 Integer programming 3 Theorie 3 Theory 3 Concave minimization 2 Derivat 2 Derivative 2 Feasible partition and maximal consistent partition problem 2 Infeasibility 2 Portfolio selection 2 Portfolio-Management 2 Reverse convex and convex constraints 2 convex constraints 2 (weak) Pareto efficiency 1 Acceptance sampling design 1 Algorithm 1 Algorithmus 1 Augmented Lagrangian method 1 Bilevel programming 1 Börsenkurs 1 CAPM 1 Convex constraints 1 Convex risk measure 1 Coupled constraints 1 Duality 1 Feasibility 1 Finanzmathematik 1 Game theory 1 Ganzzahlige Optimierung 1 Global convergence 1 Incomplete information 1 Incomplete market 1 Irreducible infeasible sets 1 Mathematical finance 1 Minmax problems 1 Multiobjective DC programs with infinite convex constraints 1
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Online availability
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Undetermined 9 Free 1
Type of publication
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Article 11 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Graue Literatur 1 Hochschulschrift 1 Non-commercial literature 1
Language
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Undetermined 7 English 5
Author
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Obuchowska, Wiesława 4 Obuchowska, Wiesława T. 3 Arai, Takuji 1 Duarte, Belmiro P. M. 1 Galvan, Giulio 1 Goh, Mark 1 Lapucci, Matteo 1 Qu, Shaojian 1 Sass, Jörn 1 Souza, Robert 1 Tsoukalas, Angelos 1 Vonwirth, Christian 1 Wu, Soon-Yi 1
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Published in...
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Computational Statistics 2 European Journal of Operational Research 2 Mathematical Methods of Operations Research 2 Computers & operations research : and their applications to problems of world concern ; an international journal 1 European journal of operational research : EJOR 1 International journal of theoretical and applied finance 1 Journal of Global Optimization 1 Operations research letters 1
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Source
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RePEc 7 ECONIS (ZBW) 5
Showing 1 - 10 of 12
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Continuous-time portfolio optimization under partial information and convex constraints : deriving explicit results
Vonwirth, Christian - 2017
Persistent link: https://www.econbiz.de/10012659449
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On the convergence of inexact augmented Lagrangian methods for problems with convex constraints
Galvan, Giulio; Lapucci, Matteo - In: Operations research letters 47 (2019) 3, pp. 185-189
Persistent link: https://www.econbiz.de/10012017641
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Good deal bounds with convex constraints
Arai, Takuji - In: International journal of theoretical and applied finance 20 (2017) 2, pp. 1-15
Persistent link: https://www.econbiz.de/10011686844
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Multiobjective DC programs with infinite convex constraints
Qu, Shaojian; Goh, Mark; Wu, Soon-Yi; Souza, Robert - In: Journal of Global Optimization 59 (2014) 1, pp. 41-58
New results are established for multiobjective DC programs with infinite convex constraints (MOPIC) that are defined on … fractional DC programs with infinite convex constraints. The results obtained are new in both semi-infinite and infinite …
Persistent link: https://www.econbiz.de/10010845827
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Feasible partition problem in reverse convex and convex mixed-integer programming
Obuchowska, Wiesława T. - In: European Journal of Operational Research 235 (2014) 1, pp. 129-137
In this paper we consider the consistent partition problem in reverse convex and convex mixed-integer programming. In particular we will show that for the considered classes of convex functions, both integer and relaxed systems can be partitioned into two disjoint subsystems, each of which is...
Persistent link: https://www.econbiz.de/10011052791
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Solving quality control problems with an algorithm for minimax programs with coupled constraints
Duarte, Belmiro P. M.; Tsoukalas, Angelos - In: Computers & operations research : and their … 41 (2014), pp. 223-230
Persistent link: https://www.econbiz.de/10010223316
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Feasible partition problem in reverse convex and convex mixed-integer programming
Obuchowska, Wiesława T. - In: European journal of operational research : EJOR 235 (2014) 1, pp. 129-137
Persistent link: https://www.econbiz.de/10010361379
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Feasibility in reverse convex mixed-integer programming
Obuchowska, Wiesława T. - In: European Journal of Operational Research 218 (2012) 1, pp. 58-67
In this paper we address the problem of the infeasibility of systems defined by reverse convex inequality constraints, where some or all of the variables are integer. In particular, we provide a polynomial algorithm that identifies a set of all constraints critical to feasibility (CF), that is...
Persistent link: https://www.econbiz.de/10011052714
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Unboundedness in reverse convex and concave integer programming
Obuchowska, Wiesława - In: Mathematical Methods of Operations Research 72 (2010) 2, pp. 187-204
In this paper we are concerned with the problem of unboundedness and existence of an optimal solution in reverse convex and concave integer optimization problems. In particular, we present necessary and sufficient conditions for existence of an upper bound for a convex objective function defined...
Persistent link: https://www.econbiz.de/10010999945
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Unboundedness in reverse convex and concave integer programming
Obuchowska, Wiesława - In: Computational Statistics 72 (2010) 2, pp. 187-204
In this paper we are concerned with the problem of unboundedness and existence of an optimal solution in reverse convex and concave integer optimization problems. In particular, we present necessary and sufficient conditions for existence of an upper bound for a convex objective function defined...
Persistent link: https://www.econbiz.de/10010759536
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