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Particle swarm with equilibrium strategy of selection for multi-objective optimization

Wang, Yujia; Yang, Yupu - In: European journal of operational research : EJOR 200 (2009/10) 1, pp. 187-197

Persistent link: https://www.econbiz.de/10003895125

Implementing maximum likelihood estimation of empirical matching models : MPEC versus NFXP

Dong, Baiyu; Hsieh, Yu-Wei; Zhang, Xing - In: Computational economics 59 (2022) 1, pp. 71-102

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Credit portfolio optimization : a multi-objective genetic algorithm approach

Wang, Zhi; Zhang, Xuan; Zhang, Zhekai; Sheng, Dachen - In: Borsa Istanbul Review 22 (2022) 1, pp. 69-76

The algorithm for optimization of a credit portfolio has not been fully demonstrated. This paper fills the gap in the literature by presenting a general approach for optimizing a credit portfolio by minimizing the default risk of the entire portfolio. Default risk is measured with quadratic...

Persistent link: https://www.econbiz.de/10012817974

Randomized smoothing variance reduction method for large-scale non-smooth convex optimization

Huang, Wenjie; Zhang, Xun - In: Operations research forum 2 (2021) 2, pp. 1-28

Persistent link: https://www.econbiz.de/10012589765

Pitch, extension complexity, and covering problems

Bienstock, Daniel; Faenza, Yuri; Zhang, Xuan - In: Operations research letters 49 (2021) 3, pp. 357-364

Persistent link: https://www.econbiz.de/10012591633

A two-stage robust model for express service network design with surging demand

Zhang, Xianyu; Liu, Xiao - In: European journal of operational research : EJOR 299 (2022) 1, pp. 154-167

Persistent link: https://www.econbiz.de/10013206967

A column generation-based approach for proportionate flexible two-stage no-wait job shop scheduling

Pei, Zhi; Zhang, Xuefang; Zheng, Li; Wan, Mingzhong - In: International journal of production research 58 (2020) 2, pp. 487-508

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Pricing American drawdown options under Markov models

Zhang, Xiang; Li, Lingfei; Zhang, Gongqiu - In: European journal of operational research : EJOR 293 (2021) 3, pp. 1188-1205

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Inertial proximal incremental aggregated gradient method with linear convergence guarantees

Zhang, Xiaoya; Peng, Wei; Zhang, Hui - In: Mathematical methods of operations research : ZOR 96 (2022) 2, pp. 187-213

Persistent link: https://www.econbiz.de/10013455001

Effective algorithms for optimal portfolio deleveraging problem with cross impact

Luo, Hezhi; Chen, Yuanyuan; Zhang, Xianye; Li, Duan; … - In: Mathematical finance : an international journal of … 34 (2024) 1, pp. 36-89

Persistent link: https://www.econbiz.de/10014471144