Low order-value approach for solving VaR-constrained optimization problems (2012)
- Authors:
- Autor USP: BIRGIN, ERNESTO JULIAN GOLDBERG - IME
- Unidade: IME
- Assunto: OTIMIZAÇÃO COMBINATÓRIA
- Language: Inglês
- Imprenta:
- Publisher: Mathematical Optimization Society
- Publisher place: Philadelphia
- Date published: 2012
- Source:
- Título do periódico: Book of abstracts
- Conference titles: International Symposium on Mathematical Programming (ISMP 2012)
-
ABNT
BUENO, Luis Felipe et al. Low order-value approach for solving VaR-constrained optimization problems. 2012, Anais.. Philadelphia: Mathematical Optimization Society, 2012. Disponível em: http://ismp2012.zib.de/images/stories/bookofabstracts_onlineversion.pdf. Acesso em: 01 maio 2024. -
APA
Bueno, L. F., Birgin, E. J. G., Krejic, N., & Martinez, J. M. (2012). Low order-value approach for solving VaR-constrained optimization problems. In Book of abstracts. Philadelphia: Mathematical Optimization Society. Recuperado de http://ismp2012.zib.de/images/stories/bookofabstracts_onlineversion.pdf -
NLM
Bueno LF, Birgin EJG, Krejic N, Martinez JM. Low order-value approach for solving VaR-constrained optimization problems [Internet]. Book of abstracts. 2012 ;[citado 2024 maio 01 ] Available from: http://ismp2012.zib.de/images/stories/bookofabstracts_onlineversion.pdf -
Vancouver
Bueno LF, Birgin EJG, Krejic N, Martinez JM. Low order-value approach for solving VaR-constrained optimization problems [Internet]. Book of abstracts. 2012 ;[citado 2024 maio 01 ] Available from: http://ismp2012.zib.de/images/stories/bookofabstracts_onlineversion.pdf - Special issue on nonlinear programming dedicated to the ALIO-INFORMS Joint International Meeting 2010. [Prefácio]
- Large-scale active-set box-constrained optimization method with spectral projected gradients
- A box-constrained optimization algorithm with negative curvature directions and spectral projected gradients
- Spectral projected gradient methods: review and perspectives
- Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming
- Foreword special issue dedicated to selected surveys in nonlinear programming. [Apresentação]
- Assessing the reliability of general-purpose Inexact Restoration methods
- Packing circles within ellipses
- Sparse Projected-Gradient Method As a Linear-Scaling Low-Memory Alternative to Diagonalization in Self-Consistent Field Electronic Structure Calculations
- On acceleration schemes and the choice of subproblem’s constraints in augmented Lagrangian methods
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