A parametric approach for solving a class of generalized quadratic-transformable rank-two nonconvex programs
From MaRDI portal
Publication:408205
DOI10.1016/j.cam.2012.01.004zbMath1239.65033OpenAlexW2089117333MaRDI QIDQ408205
Riccardo Cambini, Claudio Sodini
Publication date: 29 March 2012
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2012.01.004
algorithmglobal optimizationsensitivity analysisnumerical examplesKarush-Kuhn-Tucker optimality conditionsgeneralized quadratic programminglow rank structuresnonconvex programsoptimal level solutionsportfolio and risk theory
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Quadratic programming (90C20) Portfolio theory (91G10)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Handbook of global optimization
- Developments in global optimization. Proceedings of the 3rd workshop, Szeged, Hungary, December 10--14, 1995
- Discrete and fractional programming techniques for location models
- Global optimization of multiplicative programs
- A finite algorithm for a class of nonlinear multiplicative programs
- A finite algorithm for a particular D.C. quadratic programming problem
- Handbook on data envelopment analysis
- Finite algorithm for generalized linear multiplicative programming
- A sequential method for a class of box constrained quadratic programming problems
- Numerical Methods in Finance and Economics
- The optimal level solutions method
- Fractional Programming
- Convex analysis and global optimization