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Algorithmus
Mathematical programming
15
Mathematische Optimierung
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Theorie
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Theory
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Inverse optimization
4
Portfolio selection
3
Portfolio-Management
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Smoothing metric projector
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Spectral norm
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Clarke’s generalized Jacobian
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Constraint nondegeneracy condition
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Damped semismooth Newton method
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Economic convergence
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Equation reformulation
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Inexact Newton method
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Quadratic programming
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SQP-type method
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Second order cone
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Second-order cone quadratic programming
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Strong second order sufficient condition
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Wirtschaftliche Konvergenz
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stochastic approximation
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41.20.Jb Electromagnetic wave propagation
1
42.70.Qs Photonic bandgap materials
1
78.20.Ci Optical constants
1
ADMM
1
Abfall
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Abfallentsorgung
1
Aggregation
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Alternating minimization algorithm
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Augmented Lagrangian
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Augmented Lagrangian algorithm
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Augmented Lagrangian method
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Dai, Yu-Hong
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Allen-Zhao, Zhihua
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Huang, Na
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Computers & operations research : an international journal
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An inexact augmented Lagrangian algorithm for unsymmetric saddle-point systems
Huang, Na
;
Dai, Yu-Hong
;
Orban, Dominique
;
Saunders, …
-
2024
Persistent link: https://www.econbiz.de/10014528601
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Robust enhanced indexation optimization with sparse industry layout constraint
Allen-Zhao, Zhihua
;
Xu, Fengmin
;
Dai, Yu-Hong
;
Liu, Sanyang
- In:
Computers & operations research : an international journal
161
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014557812
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