Pages that link to "Item:Q259107"
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The following pages link to Journal of the Operations Research Society of China (Q259107):
Displayed 50 items.
- Conditional quadratic semidefinite programming: examples and methods (Q489109) (← links)
- Equivalence and strong equivalence between the sparsest and least \(\ell _1\)-norm nonnegative solutions of linear systems and their applications (Q489110) (← links)
- Optimization methods for mixed integer weakly concave programming problems (Q489113) (← links)
- Proximal-based pre-correction decomposition methods for structured convex minimization problems (Q489115) (← links)
- Combining clustered adaptive multistart and discrete dynamic convexized method for the max-cut problem (Q489116) (← links)
- Herscovici's conjecture on the product of the thorn graphs of the complete graphs (Q489118) (← links)
- Simultaneous approximation of multi-criteria submodular function maximization (Q489121) (← links)
- A nonmonotone hybrid method of conjugate gradient and Lanczos-type for solving nonlinear systems (Q489124) (← links)
- Extreme tenacity of graphs with given order and size (Q489128) (← links)
- DEAHP approach for manpower performance evaluation (Q489130) (← links)
- On two-machine flow shop scheduling (Q489134) (← links)
- On local convexity of quadratic transformations (Q489135) (← links)
- Crossover iterated local search for SDCARP (Q489138) (← links)
- A new proof of the lattice structure of many-to-many pairwise-stable matchings (Q489140) (← links)
- A refined error analysis for fixed-degree polynomial optimization over the simplex (Q489141) (← links)
- Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria (Q489142) (← links)
- Nesterov's smoothing and excessive gap methods for an optimization problem in VLSI placement (Q489145) (← links)
- Online over time scheduling on parallel-batch machines: a survey (Q489147) (← links)
- A stochastic inventory system with postponed demands and infinite pool in discrete-time setup (Q489151) (← links)
- Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise (Q489154) (← links)
- Scheduling a bounded parallel-batching machine with incompatible job families and rejection (Q489155) (← links)
- A smoothing method for solving bilevel multiobjective programming problems (Q489158) (← links)
- A subspace version of the Powell-Yuan trust-region algorithm for equality constrained optimization (Q743777) (← links)
- On nondifferentiable higher-order symmetric duality in multiobjective programming involving cones (Q743779) (← links)
- A full Nesterov-Todd step feasible weighted primal-dual interior-point algorithm for symmetric optimization (Q743780) (← links)
- On bilevel variational inequalities (Q743781) (← links)
- An approximation algorithm for the stochastic fault-tolerant facility location problem (Q743782) (← links)
- An adaptive infeasible interior-point algorithm for linear complementarity problems (Q743784) (← links)
- On the \(\ell_1\)-norm invariant convex \(k\)-sparse decomposition of signals (Q743785) (← links)
- On the sublinear convergence rate of multi-block ADMM (Q888303) (← links)
- On some aspects of perturbation analysis for matrix cone optimization induced by spectral norm (Q888306) (← links)
- Discrete global optimization problems with a modified discrete filled function (Q888308) (← links)
- Smoothing approximations for some piecewise smooth functions (Q888309) (← links)
- A wide neighborhood interior-point method for Cartesian \(P_*(\kappa )\)-LCP over symmetric cones (Q888311) (← links)
- On the convergence rate of a class of proximal-based decomposition methods for monotone variational inequalities (Q888313) (← links)
- Convex relaxation algorithm for a structured simultaneous low-rank and sparse recovery problem (Q888314) (← links)
- Pareto minimizing total completion time and maximum cost with positional due indices (Q888315) (← links)
- Preface: Special issue on new challenges in financial optimization and risk management (Q1655912) (← links)
- Incorporating convexity in bond portfolio immunization using multifactor model: a semidefinite programming approach (Q1655914) (← links)
- Valuation of American strangles through an optimized lower-upper bound approach (Q1655917) (← links)
- Core of the reinsurance market with dependent risks (Q1655918) (← links)
- Robust valuation, arbitrage ambiguity and profit \& loss analysis (Q1655920) (← links)
- Extra resource allocation: a DEA approach in the view of efficiencies (Q1655921) (← links)
- Optimal portfolio and consumption rule with a CIR model under HARA utility (Q1655923) (← links)
- Time consistent multi-period worst-case risk measure in robust portfolio selection (Q1655925) (← links)
- Explicit solution for constrained optimal execution problem with general correlated market depth (Q1655928) (← links)
- Time-consistent portfolio policy for asset-liability mean-variance model with state-dependent risk aversion (Q1655930) (← links)
- Computation of Fisher-Gale equilibrium by auction (Q1656189) (← links)
- Multi-objective optimization of the distributed permutation flow shop scheduling problem with transportation and eligibility constraints (Q1656191) (← links)
- Global complexity bound of the inexact Levenberg-Marquardt method (Q1656193) (← links)