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Limited memory rank-1 cuts for vehicle routing problems

Pecin, Diego; Pessoa, Artur; Poggi, Marcus; Uchoa, Eduardo - In: Operations research letters 45 (2017) 3, pp. 206-209

Persistent link: https://www.econbiz.de/10011719279

Saddle point optimality criteria for mathematical programming problems with equilibrium constraints

Yadvendra Singh; Pandey, Yogendra; Mishra, S. K. - In: Operations research letters 45 (2017) 3, pp. 254-258

Persistent link: https://www.econbiz.de/10011719327

Optimizing the design of water distribution networks using mathematical optimization

Bragalli, Cristiana; D'Ambrosio, Claudia; Lee, Jon; … - In: Case studies in operations research : applications of …, (pp. 183-198). 2015

Persistent link: https://www.econbiz.de/10011721411

Solving minimax control problems via nonsmooth optimization

Gianatti, Justina; Aragone, Laura S.; Lotito, Pablo A.; … - In: Operations research letters 44 (2016) 5, pp. 680-686

Persistent link: https://www.econbiz.de/10011596635

Solution of monotone complementarity and general convex programming problems using a modified potential reduction interior point method

Huang, Kuo-Ling; Mehrotra, Sanjay - In: INFORMS journal on computing : JOC 29 (2017) 1, pp. 36-53

Persistent link: https://www.econbiz.de/10011648509

A Mathematical Analysis of Technical Analysis

Lorig, Matthew - 2019

In this paper, we investigate trading strategies based on exponential moving averages (ExpMAs) of an underlying risky asset. We study both logarithmic utility maximization and long-term growth rate maximization problems and find closed-form solutions when the drift of the underlying is modeled...

Persistent link: https://www.econbiz.de/10012867719

Some Mathematical Aspects of Price Optimisation

Hashorva, Enkelejd - 2017

Calculation of an optimal tariff is a principal challenge for pricing actuaries. In this contribution we are concerned with the renewal insurance business discussing various mathematical aspects of calculation of an optimal renewal tariff. Our motivation comes from two important actuarial tasks,...

Persistent link: https://www.econbiz.de/10012969297

Elements of Mathematics for Economics and Finance

Mavron, Vassilis C.; Phillips, Timothy N. - 2023 - 2nd ed. 2023.

elementary algebra and is therefore suitable for students returning to mathematics after a long break. The fundamental ideas are … described in the simplest mathematical terms, highlighting threads of common mathematical theory in the various topics. Features … problems, with full solutions, and exercises to illustrate the theory and applications; key learning objectives and self …

Persistent link: https://www.econbiz.de/10014432447

A general purpose exact solution method for mixed integer concave minimization problems

Sinha, Ankur; Das, Arka; Anand, Guneshwar; Jayaswal, Sachin - In: European journal of operational research : EJOR 309 (2023) 3, pp. 977-992

Persistent link: https://www.econbiz.de/10014434991

On the softplus penalty for large-scale convex optimization

Li, Meng; Grigas, Paul; Atamtürk, Alper - In: Operations research letters 51 (2023) 6, pp. 666-672

Persistent link: https://www.econbiz.de/10014465883