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Target radius methods for nonsmooth convex optimization
Oliveira, Welington de - In: Operations research letters 45 (2017) 6, pp. 659-664
Persistent link: https://www.econbiz.de/10011783088
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Fast proximal algorithms for nonsmooth convex optimization
Ouorou, Adam - In: Operations research letters 48 (2020) 6, pp. 777-783
Persistent link: https://www.econbiz.de/10012430131
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Solving minimax control problems via nonsmooth optimization
Gianatti, Justina; Aragone, Laura S.; Lotito, Pablo A.; … - In: Operations research letters 44 (2016) 5, pp. 680-686
Persistent link: https://www.econbiz.de/10011596635
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The regularized feasible directions method for nonconvex optimization
Beck, Amir; Hallak, Nadav - In: Operations research letters 50 (2022) 5, pp. 517-523
Persistent link: https://www.econbiz.de/10013449438
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Distributed stochastic nonsmooth nonconvex optimization
Kungurtsev, Vyacheslav - In: Operations research letters 50 (2022) 6, pp. 627-631
Persistent link: https://www.econbiz.de/10014230138
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Continuous-time Markowitz's model with constraints on wealth and portfolio
Li, Xun; Xu, Zuo Quan - In: Operations research letters 44 (2016) 6, pp. 729-736
Persistent link: https://www.econbiz.de/10011622222
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Multi-period portfolio optimization : translation of autocorrelation risk to excess variance
Choi, Byung-Geun; Rujeerapaiboon, Napat; Jiang, Ruiwei - In: Operations research letters 44 (2016) 6, pp. 801-807
Persistent link: https://www.econbiz.de/10011622383
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Sparse tangent portfolio selection via semi-definite relaxation
Kim, Min Jeong; Lee, Yongjae; Kim, Jang Ho; Kim, Woo Chang - In: Operations research letters 44 (2016) 4, pp. 540-543
Persistent link: https://www.econbiz.de/10011535445
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A single-level reformulation of mixed integer bilevel programming problems
Li, Chuanjia; Guo, Lei - In: Operations research letters 45 (2017) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10011687042
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Improving the Approximated Projected Perspective Reformulation by dual information
Frangioni, Antonio; Furini, Fabio; Gentile, Claudio - In: Operations research letters 45 (2017) 5, pp. 519-524
Persistent link: https://www.econbiz.de/10011774742