Pages that link to "Item:Q656968"

The following pages link to Low order-value approach for solving var-constrained optimization problems (Q656968):

Displaying 7 items.

• On the application of an augmented Lagrangian algorithm to some portfolio problems (Q285925) (← links)
• VaR optimal portfolio with transaction costs (Q427038) (← links)
• A relaxed constant positive linear dependence constraint qualification and applications (Q715075) (← links)
• Optimality condition and complexity of order-value optimization problems and low order-value optimization problems (Q1679497) (← links)
• A robust method based on LOVO functions for solving least squares problems (Q2045017) (← links)
• The risk-averse newsvendor problem with random capacity (Q2356099) (← links)
• Optimal portfolio trading subject to stochastic dominance constraints under second‐order autoregressive price dynamics (Q6069774) (← links)