Low order-value approach for solving var-constrained optimization problems (Q656968)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Low order-value approach for solving var-constrained optimization problems |
scientific article |
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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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