Correlation stress testing for value-at-risk: an unconstrained convex optimization approach.
- Published in:
- Computational Optimization & Applications, 2010, v. 45, n. 2, p. 427, doi. 10.1007/s10589-008-9231-4
- By:
- Publication type:
- Article
Works matching IS 0926-6003 AND VI 45 AND IP 2 AND DT 2010
Results: 11
1
2
Guest editorial.
- Published in:
- 2010
- By:
- Publication type:
- Editorial
3
Multi-Standard Quadratic Optimization: interior point methods and cone programming reformulation.
- Published in:
- Computational Optimization & Applications, 2010, v. 45, n. 2, p. 237, doi. 10.1007/s10589-009-9243-8
- By:
- Publication type:
- Article
4
Second-order negative-curvature methods for box-constrained and general constrained optimization.
- Published in:
- Computational Optimization & Applications, 2010, v. 45, n. 2, p. 209, doi. 10.1007/s10589-009-9240-y
- By:
- Publication type:
- Article
5
Greedy approximations for minimum submodular cover with submodular cost.
- Published in:
- Computational Optimization & Applications, 2010, v. 45, n. 2, p. 463, doi. 10.1007/s10589-009-9269-y
- By:
- Publication type:
- Article
6
An improved hybrid global optimization method for protein tertiary structure prediction.
- Published in:
- Computational Optimization & Applications, 2010, v. 45, n. 2, p. 377, doi. 10.1007/s10589-009-9277-y
- By:
- Publication type:
- Article
7
Descent methods for a class of generalized variational inequalities.
- Published in:
- Computational Optimization & Applications, 2010, v. 45, n. 2, p. 415, doi. 10.1007/s10589-008-9230-5
- By:
- Publication type:
- Article
8
Dissimilarity measures for population-based global optimization algorithms.
- Published in:
- Computational Optimization & Applications, 2010, v. 45, n. 2, p. 257, doi. 10.1007/s10589-008-9194-5
- By:
- Publication type:
- Article
9
A truncated Newton method in an augmented Lagrangian framework for nonlinear programming.
- Published in:
- Computational Optimization & Applications, 2010, v. 45, n. 2, p. 311, doi. 10.1007/s10589-008-9216-3
- By:
- Publication type:
- Article
10
A DIRECT-based approach exploiting local minimizations for the solution of large-scale global optimization problems.
- Published in:
- Computational Optimization & Applications, 2010, v. 45, n. 2, p. 353, doi. 10.1007/s10589-008-9217-2
- By:
- Publication type:
- Article
11
On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods.
- Published in:
- Computational Optimization & Applications, 2010, v. 45, n. 2, p. 283, doi. 10.1007/s10589-008-9226-1
- By:
- Publication type:
- Article