Keyword: programming: quadratic

Found 433 papers in total
Optimal execution strategy with linear price impact functions
Optimal execution strategy with linear price impact functions
2007,
When fund managers or traders in the financial institutions trade a large volume of a...
An inexact two-stage quadratic program for water resources planning
An inexact two-stage quadratic program for water resources planning
2007,
An inexact two-stage stochastic quadratic programming (ITQP) model is developed for...
A positive approach to estimating the weights for quadratic multiple objective programming
A positive approach to estimating the weights for quadratic multiple objective programming
2007,
This paper integrates positive and normative approaches to modelling. The normative...
Parametric global optimisation for bilevel programming
Parametric global optimisation for bilevel programming
2007,
We propose a global optimisation approach for the solution of various classes of...
An application of efficient frontier in transportation of hazardous materials
An application of efficient frontier in transportation of hazardous materials
2007,
This paper presents a practical and efficient algorithm for optimum transportation...
On the reformulation of topology optimization problems as linear or convex quadratic mixed 0–1 programs
On the reformulation of topology optimization problems as linear or convex quadratic mixed 0–1 programs
2007,
We consider equivalent reformulations of nonlinear mixed 0–1 optimization...
A method for multiple criteria decision making with incomplete information
A method for multiple criteria decision making with incomplete information
2006,
A new decision analysis is proposed to the multiple criteria decision making problems...
A system clustering method with incomplete attribute information
A system clustering method with incomplete attribute information
2006,
With respect to multiple attribute clustering analysis problems with incomplete...
Portfolio selection using neural networks
Portfolio selection using neural networks
2007,
In this paper we apply a heuristic method based on artificial neural networks (NN) in...
SDP diagonalizations and perspective cuts for a class of nonseparable MIQP
SDP diagonalizations and perspective cuts for a class of nonseparable MIQP
2007,
We present a new approach, requiring the solution of a SemiDefinite Program, for...
Planar maximal covering location problem under block norm distance measure
Planar maximal covering location problem under block norm distance measure
2007,
This paper introduces a new model for the planar maximal covering location problem...
Neural network models and its application for solving linear and quadratic programming problems
Neural network models and its application for solving linear and quadratic programming problems
2006,
In this paper we consider two recurrent neural network models for solving linear and...
Solving large-scale profit maximization capacitated lot-size problems by heuristic methods
Solving large-scale profit maximization capacitated lot-size problems by heuristic methods
2007,
This paper introduces a simple heuristic for a quadratic programming sub-problem...
Scheduling with rejection
Scheduling with rejection
2006,
The method of convex quadratic programming relaxation has been used for the scheduling...
Optimization of power transmission systems using a multi-level decomposition approach
Optimization of power transmission systems using a multi-level decomposition approach
2007,
We discuss the use of operations research methods for computer-aided design of...
Design optimization of machinery mounting systems with an elastic support structure
Design optimization of machinery mounting systems with an elastic support structure
2007,
An elastic support-based optimization model is developed for a machinery mounting...
Optimal control of a revenue management system with dynamic pricing facing linear demand
Optimal control of a revenue management system with dynamic pricing facing linear demand
2006,
This paper considers a dynamic pricing problem over a finite horizon where demand for...
A compact mean–variance–skewness model for large-scale portfolio optimization and its application to the New York Stock Exchange (NYSE) market
A compact mean–variance–skewness model for large-scale portfolio optimization and its application to the New York Stock Exchange (NYSE) market
2007,
This paper develops a portfolio optimization model that uses the first three moments...
LP solvable models for portfolio optimization: A classification and computational comparison
LP solvable models for portfolio optimization: A classification and computational comparison
2003,
The Markowitz model of portfolio optimization quantifies the problem in a lucid form...
Pooling problem: Alternate formulations and solution methods
Pooling problem: Alternate formulations and solution methods
2004,
The pooling problem, which is fundamental to the petroleum industry, describes a...
Anisogamy, expenditure of reproductive effort, and the optimality of having two sexes
Anisogamy, expenditure of reproductive effort, and the optimality of having two sexes
2005,
No good formal arguments exist for a central question in biology: Why, in species that...
Discrete bandwidth allocation considering fairness and transmission load in multicast networks
Discrete bandwidth allocation considering fairness and transmission load in multicast networks
2007,
As a promising solution to tackle the network heterogeneity in multicasting, layered...
Sensitivity analysis in linear and convex quadratic optimization: invariant active constraint set and invariant set intervals
Sensitivity analysis in linear and convex quadratic optimization: invariant active constraint set and invariant set intervals
2006,
Support set invariancy sensitivity analysis is concerned with finding the range of...
Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
2007,
Many practical large-scale optimization problems are not only sparse, but also display...
Papers per page: