Nonlinear-programming reformulation of the order-value optimization problem
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Publication:2573785
DOI10.1007/s001860400410zbMath1114.90464OpenAlexW1972197898MaRDI QIDQ2573785
Cibele Dunder, Roberto Andreani, José Mario Martínez
Publication date: 24 November 2005
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001860400410
optimality conditionsoptimization algorithmsequilibrium constraintsnonlinear-programmingOrder-value optimization
Minimax problems in mathematical programming (90C47) Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46)
Related Items (8)
Feasibility problems with complementarity constraints ⋮ Optimality condition and complexity of order-value optimization problems and low order-value optimization problems ⋮ Generalized order-value optimization ⋮ VaR optimal portfolio with transaction costs ⋮ Low order-value approach for solving var-constrained optimization problems ⋮ Convergence Properties of a Second Order Augmented Lagrangian Method for Mathematical Programs with Complementarity Constraints ⋮ A robust method based on LOVO functions for solving least squares problems ⋮ Low order-value optimization and applications
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