fixed point algorithm that relies on successive approximations. We re-do their comparison using the more efficient version …

performed utilizing a multi-objective evolutionary algorithm on a sample of S&P 100 constituents. Our optimization procedure …

convergence-provable algorithm framework based on the successive convex approximation (SCA) algorithm to solve high …-order portfolios. The efficiency of the proposed algorithm framework is demonstrated by the numerical experiments …

A divide and conquer algorithm for exploiting policy function monotonicity is proposed and analyzed. To solve a … discrete problem with n states and n choices, the algorithm requires at most nlog2(n)+5n objective function evaluations. In … technique can be combined with a method exploiting concavity to reduce evaluations to 14n+2log2(n). A version of the algorithm …

applications, we also introduce a regression-based Monte Carlo algorithm for implementation. The newapproach can be used not only …

algorithm to obtain equilibrium states for bilevel optimization in decentralized supply channels. We also prove that the …

without such penalty. Several extensions of the proposed method are illustrated; in particular, an efficient algorithm for …

that our approach and the NFXP algorithm solve the same estimation problem, and yield the same estimates. Computationally …

A divide-and-conquer algorithm for exploiting policy function monotonicity is proposed and analyzed. To compute a … discrete problem with n states and n choices, the algorithm requires at most 5n log2(n)n function evaluations and so is O(n log …). The algorithm holds great promise for discrete choice models where non-concavities naturally arise. In one such example …