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On monotonicity and search strategies in face-based copositivity detection algorithms
G.-Tóth, B.; Hendrix, Eligius M. T.; Casado, L. G. - In: Central European journal of operations research 30 (2022) 3, pp. 1071-1092
Persistent link: https://www.econbiz.de/10013260216
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Can a regulatory risk measure induce profit-maximizing risk capital allocations? : the case of conditional tail expectation
Mohammed, Nawaf; Furman, Edward; Su, Jianxi - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 425-436
Persistent link: https://www.econbiz.de/10012793935
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On the Complexity of Optimization over the Standard Simplex
de Klerk, Etienne; Den Hertog, Dick; Elfadul, G.E.E. - Tilburg University, Center for Economic Research - 2005
We review complexity results for minimizing polynomials over the standard simplex and unit hypercube.In addition, we show that there exists a polynomial time approximation scheme (PTAS) for minimizing Lipschitz continuous functions and functions with uniformly bounded Hessians over the standard...
Persistent link: https://www.econbiz.de/10011091363
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Detecting optimality and extracting solutions in polynomial optimization with the truncated GNS construction
Quijorna, María López - In: Journal of Global Optimization 81 (2021) 3, pp. 559-598
A basic closed semialgebraic subset of Rn\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb...
Persistent link: https://www.econbiz.de/10014501895
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Optimal deleveraging with nonlinear temporary price impact
Chen, Jingnan; Feng, Liming; Peng, Jiming - In: European journal of operational research : EJOR 244 (2015) 1, pp. 240-247
Persistent link: https://www.econbiz.de/10010531946
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A multi-improved genetic algorithm for facility layout optimisation based on slicing tree
Liu, Xun-bo; Sun, Xiao-ming - In: International journal of production research 50 (2012) 18, pp. 5173-5180
Persistent link: https://www.econbiz.de/10009667361
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In search of inclusive growth : the role of economic institutions and policy
Kumah, Francis Y.; Sandy, Mathew - In: Modern economy 4 (2013) 11, pp. 758-775
Persistent link: https://www.econbiz.de/10010257998
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Functional index coefficient models with variable selection
Cai, Zongwu; Juhl, Ted; Yang, Bingduo - In: Journal of econometrics 189 (2015) 2, pp. 272-284
Persistent link: https://www.econbiz.de/10011504526
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A new proof of the Lagrange multiplier rule
Brinkhuis, Jan; Protasov, Vladimir - In: Operations research letters 44 (2016) 3, pp. 400-402
Persistent link: https://www.econbiz.de/10011506162
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Minimizing cubic and homogeneous polynomials over integers in the plane
Del Pia, Alberto; Hildebrand, Robert; Weismantel, Robert; … - In: Mathematics of operations research 41 (2016) 2, pp. 511-530
Persistent link: https://www.econbiz.de/10011520471