位置：成果数据库 > 期刊 > 期刊详情页
Risk management in portfolio applications ofnon-convex stochastic programming
  • ISSN号：0096-3003
  • 期刊名称：Applied Mathematics and Computation
  • 时间：2015.5.1
  • 页码：565-575
  • 相关项目：非凸特征值优化分解算法的理论与实现
作者： Pang Li-ping|Chen Shuang|Wang Jin-he|
同期刊论文项目
非凸特征值优化分解算法的理论与实现
期刊论文 50 会议论文 1
同项目期刊论文
Constrained Nonconvex Nonsmooth Optimization via Proximal Bundle Method
Special backtracking proximal bundle method for nonconvex maximum eigenvalueoptimization
A proximal alternating linearization method for nonconvex optimization problems
A Cutting Plane and Level Stabilization Bundle Method with Inexact Data for Minimizing Nonsmooth Non
An Approximate Sequential Bundle Method for Solving a Convex Nondifferentiable Bilevel Prog
Constrainedincremental bundle method with partial inexact oracle for nonsmooth convex semi-infinite
An algorithm for solving optimization problems with fuzzy relational inequality constraints
AN ALTERNATING LINEARIZATION METHOD WITH INEXACT DATA FOR BILEVEL NONSMOOTH CONVEX OPTIMIZATION
The Space Decomposition Theory for a Class of Semi-Infinite Maximum Eigenvalue Optimizations
Optimality Conditions for Multiobjective Optimization Problem Constrained by Parameterized Variation
The space decomposition theory for a class of eigenvalue optimizations
基于投影收缩的SA方法求解随机变分不等式问题
Two approaches for solving mathmatical programams with second order cone complementarity constrains
Research on Adjoint Kernelled Quasidifferential
Peptide identification based on fuzzy classification and clustering
A Proximal Analytic Center Cutting Plane Algorithm for Solving Variational Inequality Problems
Stochastic methods based on Newton method to the stochastic variational inequality problem with cons
A superlinear VU space-decomposition algorithm for semi-infinite constrained programming
Inference of Gene Regulatory Subnetworks from Time Course Gene Expression Data
An approximate bundle method for solving variational inequalities
An interative algorithm for a system of variational –like inclusions involving maximal n-monotone op
an inexact semismooth newton method for variational inequality with symmetric cone constraints
二阶随机占优约束优化问题的遗传算法求解
具有广义多面体约束的参数变分不等式解映射伴同导数