Works matching IS 09255001 AND DT 2021 AND VI 81 AND IP 2

Results: 10

Copula theory approach to stochastic geometric programming.

Published in:

Journal of Global Optimization, 2021, v. 81, n. 2, p. 435, doi. 10.1007/s10898-021-01062-7

By:

Khanjani-Shiraz, Rashed;
Khodayifar, Salman;
Pardalos, Panos M.

Publication type:

Article

Detecting and solving aircraft conflicts using bilevel programming.

Published in:

Journal of Global Optimization, 2021, v. 81, n. 2, p. 529, doi. 10.1007/s10898-021-00997-1

By:

Cerulli, Martina;
D'Ambrosio, Claudia;
Liberti, Leo;
Pelegrín, Mercedes

Publication type:

Article

A branch-and-bound algorithm for solving max-k-cut problem.

Published in:

Journal of Global Optimization, 2021, v. 81, n. 2, p. 367, doi. 10.1007/s10898-021-00999-z

By:

Lu, Cheng;
Deng, Zhibin

Publication type:

Article

Decomposition in derivative-free optimization.

Published in:

Journal of Global Optimization, 2021, v. 81, n. 2, p. 269, doi. 10.1007/s10898-021-01051-w

By:

Ma, Kaiwen;
Sahinidis, Nikolaos V.;
Rajagopalan, Sreekanth;
Amaran, Satyajith;
Bury, Scott J

Publication type:

Article

Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization.

Published in:

Journal of Global Optimization, 2021, v. 81, n. 2, p. 493, doi. 10.1007/s10898-021-01048-5

By:

Kobayashi, Ken;
Takano, Yuichi;
Nakata, Kazuhide

Publication type:

Article

Model risk in mean-variance portfolio selection: an analytic solution to the worst-case approach.

Published in:

Journal of Global Optimization, 2021, v. 81, n. 2, p. 469, doi. 10.1007/s10898-021-01039-6

By:

Baviera, Roberto;
Bianchi, Giulia

Publication type:

Article

A variational approach to the alternating projections method.

Published in:

Journal of Global Optimization, 2021, v. 81, n. 2, p. 323, doi. 10.1007/s10898-021-01025-y

By:

De Bernardi, Carlo Alberto;
Miglierina, Enrico

Publication type:

Article

Global solutions of nonconvex standard quadratic programs via mixed integer linear programming reformulations.

Published in:

Journal of Global Optimization, 2021, v. 81, n. 2, p. 293, doi. 10.1007/s10898-021-01017-y

By:

Gondzio, Jacek;
Yıldırım, E. Alper

Publication type:

Article

Optimality conditions based on the Fréchet second-order subdifferential.

Published in:

Journal of Global Optimization, 2021, v. 81, n. 2, p. 351, doi. 10.1007/s10898-021-01011-4

By:

An, D. T. V.;
Yen, N. D.

Publication type:

Article

Scenario-based cuts for structured two-stage stochastic and distributionally robust p-order conic mixed integer programs.

Published in:

Journal of Global Optimization, 2021, v. 81, n. 2, p. 391, doi. 10.1007/s10898-020-00986-w

By:

Bansal, Manish;
Zhang, Yingqiu

Publication type:

Article