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A generic column generation principle: derivation and convergence analysis

Larsson, Torbjörn; Migdalas, Athanasios; Patriksson, … - In: Operational research : an international journal 15 (2015) 2, pp. 163-198

Persistent link: https://www.econbiz.de/10011410003

Dual subgradient method with averaging for optimal resource allocation

Nesterov, Jurij Evgenʹevič; Shikhman, Vladimir - 2017

Persistent link: https://www.econbiz.de/10011990824

A general framework for portfolio theory : part I: theory and various models

Maier-Paape, Stanislaus; Zhu, Qiji Jim - In: Risks : open access journal 6 (2018) 2, pp. 1-35

Utility and risk are two often competing measurements on the investment success. We show that efficient trade-off between these two measurements for investment portfolios happens, in general, on a convex curve in the two-dimensional space of utility and risk. This is a rather general pattern....

Persistent link: https://www.econbiz.de/10011867378

Trade-off preservation in inverse multi-objective convex optimization

Chan, Timothy C. Y.; Lee, Taewoo - In: European journal of operational research : EJOR 270 (2018) 1, pp. 25-39

Persistent link: https://www.econbiz.de/10011868895

Dual subgradient method with averaging for optimal resource allocation

Nesterov, Jurij Evgenʹevič; Shikhman, Vladimir - In: European journal of operational research : EJOR 270 (2018) 3, pp. 907-916

Persistent link: https://www.econbiz.de/10011882650

Characterization of the equivalence of robustification and regularization in linear and matrix regression

Bertsimas, Dimitris; Copenhaver, Martin S. - In: European journal of operational research : EJOR 270 (2018) 3, pp. 931-942

Persistent link: https://www.econbiz.de/10011882668

On the multi-product newsvendor with bounded demand distributions

Chernonog, Tatyana; Goldberg, Noam - In: International journal of production economics 203 (2018), pp. 38-47

Persistent link: https://www.econbiz.de/10011900229

A linear programming based algorithm to solve a class of optimization problems with a multi-linear objective function and affine constraints

Charkhgard, Hadi; Savelsbergh, Martin W. P.; Talebian, … - In: Computers & operations research : and their … 89 (2018), pp. 17-30

Persistent link: https://www.econbiz.de/10011755078

Convergence rate analysis for the alternating direction method of multipliers with a substitution procedure for separable convex programming

He, Bingsheng; Tao, Min; Yuan, Xiaoming - In: Mathematics of operations research 42 (2017) 3, pp. 662-691

Persistent link: https://www.econbiz.de/10011742446

Spatiotemporally optimal fractionation in radiotherapy

Saberian, Fatemeh; Ghate, Archis; Kim, Minsun - In: INFORMS journal on computing : JOC 29 (2017) 3, pp. 422-437

Persistent link: https://www.econbiz.de/10011743363