Thi Hoai An Le

Hoai An Le Thi

Information about the author Hoai An Le Thi will soon be added to the site.
Found 3 papers in total
DC (difference of convex) programming approach for portfolio optimization under step increasing transaction costs
DC (difference of convex) programming approach for portfolio optimization under step increasing transaction costs
2009
We address a class of particularly hard-to-solve portfolio optimization problems,...
Convex quadratic underestimation and Branch and Bound for univariate global optimization with one nonconvex constraint
Convex quadratic underestimation and Branch and Bound for univariate global optimization with one nonconvex constraint
2006
The purpose of this paper is to demonstrate that, to globally minimize one dimensional...
Combination between global and local methods for solving an optimization problem over the efficient set
Combination between global and local methods for solving an optimization problem over the efficient set
2002
In this paper, we propose an algorithm for globally solving optimization problems over...
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