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Latest revision as of 00:03, 10 December 2024

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Low order-value approach for solving var-constrained optimization problems
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    Low order-value approach for solving var-constrained optimization problems (English)
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    13 January 2012
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    optimization
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    augmented Lagrangian
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    order-value optimization
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    low order-value optimization
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    value at risk
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    numerical algorithms
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    numerical examples
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    portfolio optimization
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    algorithms
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