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: 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: 20 fev. 2026. -
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 2026 fev. 20 ] 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 2026 fev. 20 ] Available from: http://ismp2012.zib.de/images/stories/bookofabstracts_onlineversion.pdf - An augmented Lagrangian method with finite termination
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