Lim Churlzu

Churlzu Lim

Information about the author Churlzu Lim will soon be added to the site.
Found 6 papers in total
Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization
Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization
2010
Conditional Value-at-Risk (CVaR) is a portfolio evaluation function having appealing...
Enhancing Lagrangian Dual Optimization for Linear Programs by Obviating Nondifferentiability
Enhancing Lagrangian Dual Optimization for Linear Programs by Obviating Nondifferentiability
2007
We consider nondifferentiable optimization problems that arise when solving Lagrangian...
On the multi-attribute stopping problem with general value functions
On the multi-attribute stopping problem with general value functions
2007
We examine a sequential selection problem in which a single option must be selected....
Survivable network design under optimal and heuristic interdiction scenarios
Survivable network design under optimal and heuristic interdiction scenarios
2007
We examine the problem of building or fortifying a network to defend against enemy...
Sequential search with multiattribute options
Sequential search with multiattribute options
2006
We describe a search problem in which a decision maker (DM) must select among...
On embedding the volume algorithm in a variable target value method
On embedding the volume algorithm in a variable target value method
2004
We employ the volume algorithm as a subgradient deflection strategy in a variable...
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