Low order-value approach for solving var-constrained optimization problems (Q656968): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10898-011-9656-7 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1985736102 / rank | |||
Normal rank | |||
Revision as of 19:25, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Low order-value approach for solving var-constrained optimization problems |
scientific article |
Statements
Low order-value approach for solving var-constrained optimization problems (English)
0 references
13 January 2012
0 references
optimization
0 references
augmented Lagrangian
0 references
order-value optimization
0 references
low order-value optimization
0 references
value at risk
0 references
numerical algorithms
0 references
numerical examples
0 references
portfolio optimization
0 references
algorithms
0 references
