Suchergebnisse - simplex-like algorithm

Portfolio choice and optimal hedging with general risk functions: A simplex-like algorithm von Balbás, Alejandro, Balbás, Raquel, Mayoral, Silvia

“… The minimization of general risk functions is becoming more and more important in portfolio choice theory and optimal hedging. There are two major reasons …”
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Simplex-like algorithms for linear semidefinite optimization von Zhadan, Vitaly

“… The linear semidefinite programming problem is considered. The primal and dual simplex-like algorithms are proposed for its solution …”
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An extended algorithm for separated continuous linear programs von Pullan, Malcolm C.

“… Recent work on SCLP has produced a detailed duality theory, conditions under which an optimal solution exists with a finite number of breakpoints, a purification algorithm, as well as a convergent …”
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A simplex-like algorithm for the relaxation labeling process von Zhuang, X., Haralick, R.M., Joo, H.

“… A simplex-like algorithm is developed for the relaxation labeling process. The algorithm is simple and has a fast convergence property which is summarized as a one-more-step theorem …”
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A comprehensive simplex-like algorithm for network optimization and perturbation analysis von Arsham, H., Oblak, M.

“… (primal, dual, and other variations) for network models, these problems are usually treated by one of over 100 specialized algorithms …”
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Simplex-Like Trajectories on Quasi-Polyhedral Sets von Anderson, Edward J, Goberna, Miguel A, Lopez, Marco A

“… This paper presents a unified treatment of two new simplex-like methods for linear semi-infinite programming problems with quasi-polyhedral feasible sets …”
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Simplex-like Methods for Spherical Enclosure of Points and Spheres - Applications and Algorithms von Pimentel Cavaleiro, Marta Sofia

“… Given a set of m points in the Euclidean space Rn, the problem of the minimum enclosing ball of points, "MB problem of points'' for short, seeks the …”
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Simplex-like sequential methods for a class of generalized fractional programs von Cambini, Riccardo, Carosi, Laura, Martein, Laura, Valipour, Ezat

“… ; the particular structure of the objective function allows to provide a simplex-like algorithm even when the objective function is not pseudoconcave. Computational results validate the nice performance of the proposed algorithm …”
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A simplex like approach based on star sets for recognizing convex-QP adverse graphs von Cardoso, Domingos M., Luz, Carlos J.

“… A graph G with convex- Q P stability number (or simply a convex- Q P graph) is a graph for which the stability number is equal to the optimal value of a convex …”
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DASSO: connections between the Dantzig selector and lasso von James, Gareth M., Radchenko, Peter, Lv, Jinchi

“… DASSO efficiently constructs a piecewise linear path through a sequential simplex-like algorithm, which is remarkably similar to the least angle regression algorithm …”
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Simplifications and speedups of the pseudoflow algorithm von Hochbaum, Dorit S., Orlin, James B.

“… The pseudoflow algorithm for solving the maximum flow and minimum cut problems was devised in Hochbaum (2008 …”
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A note on solving multi-objective integer indefinite quadratic fractional programs von Kushwah, Prerna, Sharma, Vikas

“… In this note we have discussed that a simplex like algorithm to solve a indefinite quadratic fractional programming problem proposed by Mekhilef et al. (Ann Oper Res, 2019. https://doi.org …”
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Local-Mean Preserving Post-Processing Step for Non-Negativity Enforcement in PET Imaging: Application to 90Y-PET von Millardet, Mael, Moussaoui, Said, Mateus, Diana, Idier, Jerome, Carlier, Thomas

“… To overcome this problem, algorithms without the built-in non-negativity constraint may be used …”
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A fast and efficient implementation of qualitatively constrained quantile smoothing splines von Ng, Pin, Maechler, Martin

“… In a previous implementation, the linear program involved was solved using a simplex-like algorithm for quantile smoothing splines …”
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Market equilibrium under piecewise Leontief concave utilities von Garg, Jugal

“… Leontief is one of the most widely used and extensively studied function in economic modeling, for both production and preferences. However it lacks the …”
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Efficient domination through eigenvalues von Cardoso, Domingos M., Lozin, Vadim V., Luz, Carlos J., Pacheco, Maria F.

“… The paper begins with a new characterization of (k,τ)-regular sets. Then, using this result as well as the theory of star complements, we derive a simplex-like …”
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A decomposition-based multiobjective evolutionary algorithm with weights updated adaptively von Liu, Yuan, Hu, Yikun, Zhu, Ningbo, Li, Kenli, Zou, Juan, Li, Miqing

“… •A new decomposition algorithm with weights updated adaptively is proposed.•The proposed algorithm is applied to solve various multiobjective optimization problems …”
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Solving multi-objective integer indefinite quadratic fractional programs von Mekhilef, Amal, Moulaï, Mustapha, Drici, Wassila

“… In this paper, we describe an exact algorithm for solving a multi-objective integer indefinite quadratic fractional maximization problem …”
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A warm-start dual simplex solution algorithm for the minimum flow networks with postoptimality analyses von Adlakha, V., Arsham, H.

“… ) formulation of MFP and develop a simplex-type algorithm to find a minflow. Unlike other simplex-like algorithms, the algorithm developed here starts with an incomplete Basic Variable Set (BVS …”
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Reliability of the weight vector generation method of the multi-objective evolutionary algorithm and application von Gao, Shuzhi, Ren, Xuepeng, Zhang, Yimin, Tang, Haihong

“… weight vector is too specialized for the simplex-like front surface, which results in poor performance on the front surface with irregularities …”
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