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A derivative-free trust-region algorithm with copula-based models for probability maximization problems
Butyn, Emerson; Karas, Elizabeth W.; Oliveira, Welington de - In: European journal of operational research : EJOR 298 (2022) 1, pp. 59-75
Persistent link: https://www.econbiz.de/10013206808
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An accelerated directional derivative method for smooth stochastic convex optimization
Dvurechensky, Pavel; Gorbunov, Eduard; Gasnikov, Alexander - In: European journal of operational research : EJOR 290 (2021) 2, pp. 601-621
Persistent link: https://www.econbiz.de/10012495252
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Efficient solution of quadratically constrained quadratic subproblems within the mesh adaptive direct search algorithm
Amaioua, Nadir; Audet, Charles; Conn, Andrew R.; Le … - In: European journal of operational research : EJOR 268 (2018) 1, pp. 13-24
Persistent link: https://www.econbiz.de/10011813002