Low order-value approach for solving VaR-constrained optimization problems (2011)
- Autores:
- Autor USP: BIRGIN, ERNESTO JULIAN GOLDBERG - IME
- Unidade: IME
- DOI: 10.1007/s10898-011-9656-7
- Assunto: OTIMIZAÇÃO COMBINATÓRIA
- Agências de fomento:
- Idioma: Inglês
- Imprenta:
- Fonte:
- Título do periódico: Journal of Global Optimization
- ISSN: 0925-5001
- Volume/Número/Paginação/Ano: v. 51, n. 4, p. 715-742, 2011
- Este periódico é de assinatura
- Este artigo é de acesso aberto
- URL de acesso aberto
- Cor do Acesso Aberto: green
-
ABNT
BIRGIN, Ernesto Julian Goldberg et al. Low order-value approach for solving VaR-constrained optimization problems. Journal of Global Optimization, v. 51, n. 4, p. 715-742, 2011Tradução . . Disponível em: https://doi.org/10.1007/s10898-011-9656-7. Acesso em: 23 abr. 2024. -
APA
Birgin, E. J. G., Bueno, L. F., Krejic, N., & Martinez, J. M. (2011). Low order-value approach for solving VaR-constrained optimization problems. Journal of Global Optimization, 51( 4), 715-742. doi:10.1007/s10898-011-9656-7 -
NLM
Birgin EJG, Bueno LF, Krejic N, Martinez JM. Low order-value approach for solving VaR-constrained optimization problems [Internet]. Journal of Global Optimization. 2011 ; 51( 4): 715-742.[citado 2024 abr. 23 ] Available from: https://doi.org/10.1007/s10898-011-9656-7 -
Vancouver
Birgin EJG, Bueno LF, Krejic N, Martinez JM. Low order-value approach for solving VaR-constrained optimization problems [Internet]. Journal of Global Optimization. 2011 ; 51( 4): 715-742.[citado 2024 abr. 23 ] Available from: https://doi.org/10.1007/s10898-011-9656-7 - 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
Informações sobre o DOI: 10.1007/s10898-011-9656-7 (Fonte: oaDOI API)
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