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A bi-level programming framework for identifying optimal parameters in portfolio selection
Jing, Kui
;
Xu, Fengmin
;
Li, Xuepeng
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International transactions in operational research : a …
29
(
2022
)
1
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pp. 87-112
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Handling of constraints in multiobjective blackbox optimization
Bigeon, Jean
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Le Digabel, Sébastien
;
Salomon, Ludovic
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2022
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A general mathematical framework for constrained mixedvariable blackbox optimization problems with meta and categorical variables
Audet, Charles
;
Hallé-Hannan, Edward
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Le Digabel, …
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2022
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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
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1
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pp. 59-75
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85
Risk-adverse optimization by Conditional Value-at-Risk and stochastic approximation
Audet, Charles
;
Bigeon, Jean
;
Couderc, Romain
; …
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2022
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86
Asset classification under the IFRS 9 framework for the construction of a banking investment portfolio
Brito, Rui Pedro
;
Júdice, Pedro
- In:
International transactions in operational research : a …
29
(
2022
)
4
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pp. 2613-2648
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87
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
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pp. 601-621
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A new nonmonotone line-search trust-region approach for nonlinear systems
Kimiaei, Morteza
;
Rahpeymaii, Farzad
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Top : transactions in operations research
27
(
2019
)
2
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pp. 199-232
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Binary, unrelaxable and hidden constraints in blackbox optimization
Audet, Charles
;
Caporossi, Gilles
;
Jacquet, Stéphane
- In:
Operations research letters
48
(
2020
)
4
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pp. 467-471
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Parallel nonstationary direct policy search for risk-averse stochastic optimization
Moazeni, Somayeh
;
Powell, Warren B.
;
Defourny, Boris
; …
- In:
INFORMS journal on computing : JOC
29
(
2017
)
2
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pp. 332-349
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