Pages that link to "Item:Q3600175"
From MaRDI portal
The following pages link to Global Optimization of the Scenario Generation and Portfolio Selection Problems (Q3600175):
Displaying 8 items.
- Proximal point algorithms for multi-criteria optimization with the difference of convex objective functions (Q289089) (← links)
- Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO (Q322958) (← links)
- An efficient DC programming approach for portfolio decision with higher moments (Q409263) (← links)
- Approximation algorithms for homogeneous polynomial optimization with quadratic constraints (Q607501) (← links)
- Linearly constrained global optimization and stochastic differential equations (Q857812) (← links)
- Global optimization of higher order moments in portfolio selection (Q1029685) (← links)
- QPLIB: a library of quadratic programming instances (Q2281448) (← links)
- Dynamically generated cutting planes for mixed-integer quadratically constrained quadratic programs and their incorporation into GloMIQO 2 (Q2943816) (← links)
