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A hyperbolic penalty method to solve structured convex minimization problems
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Institute of Advanced Science Extension (IASE)
, 2020 , Article)
This paper presents a decomposition algorithm based on the smooth hyperbolic penalty, which leads to a scheme suitable for parallelized computations. The proposed algorithm can be seen as a separable version of the earlier ...
A weighted version of Hermite-Hadamard type inequalities for strongly GA-convex functions
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Institute of Advanced Science Extension (IASE)
, 2020 , Article)
In this paper, we have established new weighted Hermite-Hadamard type inequalities for strongly GA-convex functions. Those findings are obtained by using geometric symmetry of continuous positive mappings and differentiable ...
Robust index-tracking and enhanced index-tracking in portfolio optimization
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Ascociacion Internacional de Economia Aplicada
, 2020 , Article)
We study index-tracking and enhanced index-tracking problems in portfolio optimization under interval uncertainty for returns and covariance matrix. The proposed robust counterparts for both models are in the form of second ...
The generalized trust-region sub-problem with additional linear inequality constraints-Two convex quadratic relaxations and strong duality
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MDPI AG
, 2020 , Article)
In this paper, we study the problem of minimizing a general quadratic function subject to a quadratic inequality constraint with a fixed number of additional linear inequality constraints. Under a regularity condition, we ...
Large-scale global optimization based on hybrid swarm intelligence algorithm
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IOS Press
, 2020 , Article)
There are numerous large-scale global optimization problems encountered in real-world applications including engineering, manufacturing, economics, networking fields. Over the last two decades different varieties of swarm ...