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Experiments with a reduction method for nonlinear programming, based on a restricted lagrangian

Hoek, C. van der - 1978

Persistent link: https://www.econbiz.de/10001562945

On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization

Fakhar, Majid; Mahyarinia, Mohammad Reza; Zafarani, Jafar - In: European journal of operational research : EJOR 265 (2018) 1, pp. 39-48

Persistent link: https://www.econbiz.de/10011805297

Several multi-criteria programming methods for classification

Zhang, Juliang; Shi, Yong; Zhang, Peng - In: Computers & operations research : and their … 36 (2009) 3, pp. 823-836

Persistent link: https://www.econbiz.de/10003827562

Operations research proceedings 1999 : selected papers of the Symposium on Operations Research (SOR '99), Magdeburg, September 1 - 3, 1999

Inderfurth, Karl (ed.) - 2000

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Applying quadratic scoring rule transparently in multiple choice settings : a note

Artinger, Florian; Exadaktylos, Filippos; Koppel, Hannes; … - 2010

The quadratic scoring rule (QSR) is often used to guarantee an incentive compatible elicitation of subjective probabilities over events. Experimentalists have regularly not been able to ensure that subjects fully comprehend the consequences of their actions on payoffs given the rules of the...