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浏览/检索结果: 共7条，第1-7条 帮助 限定条件 发表日期：2019     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection 期刊论文 EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2019, 卷号: 276, 期号: 2, 页码: 781-789 作者:  Cui, Xiangyu;  Gao, Jianjun;  Shi, Yun;  Zhu, Shushang 收藏  |  浏览/下载：37/0  |  提交时间：2019/08/22 Investment analysis  Conditional Value-at-Risk  Multi-period mean-CVaR portfolio selection  Time-consistent strategy  Self-coordination strategy   Extended ADMM and BCD for nonseparable convex minimization models with quadratic coupling terms: convergence analysis and insights 期刊论文 MATHEMATICAL PROGRAMMING, 2019, 卷号: 173, 期号: 1-2, 页码: 37-77 作者:  Chen, Caihua;  Li, Min;  Liu, Xin;  Ye, Yinyu 收藏  |  浏览/下载：58/0  |  提交时间：2019/03/11 Nonseparable convex minimization  Alternating direction method of multipliers  Block coordinate descent method  Iterate convergence  Random permutation   Multiple phase tabu search for bipartite boolean quadratic programming with partitioned variables 期刊论文 Computers and Operations Research, 2019, 卷号: 102, 页码: 141-149 作者:  Shang, Zhen;  Zhao, Songzheng;  Hao, Jin-Kao;  Yang, Xue;  Ma, Fuda 收藏  |  浏览/下载：17/0  |  提交时间：2019/11/19 Binary quadratic programming  Experimental assessment  Hybrid Meta-heuristic  Lower bounds  Quadratic programming problems  Search phasis  Tabu search algorithms  Very Large Scale Neighborhoods   A sparse enhanced indexation model with norm and its alternating quadratic penalty method 期刊论文 Journal of the Operational Research Society, 2019, 卷号: 70, 页码: 433-445 作者:  Zhao, Zhihua;  Xu, Fengmin;  Wang, Meihua;  Zhang, Cheng-yi 收藏  |  浏览/下载：19/0  |  提交时间：2019/11/19 Block coordinate descents  Computational results  Constrained quadratic programming  Enhanced indexation  Optimisation problems  out-of-sample performance  Quadratic penalty methods  Regularisation   A model predictive control approach for matching uncertain wind generation with PEV charging demand in a microgrid 期刊论文 International Journal of Electrical Power and Energy Systems, 2019, 卷号: 105, 页码: 488-499 作者:  Kou, Peng;  Feng, Yutao;  Liang, Deliang;  Gao, Lin 收藏  |  浏览/下载：20/0  |  提交时间：2019/11/19 Chebyshev inequalities  Model predictive controllers  Model-predictive control approach  Plugin electric vehicle (PEVs)  Quadratic programming problems  Quality of experience (QoE)  Stochastic optimization problems  Wind generator systems   Quantitative stability of full random two-stage problems with quadratic recourse 期刊论文 OPTIMIZATION, 2019, 卷号: 68, 页码: 1551-1576 作者:  Zhang, Sainan;  Guo, Shaoyan;  Zhang, Hongwei;  Zhang, Liwei 收藏  |  浏览/下载：8/0  |  提交时间：2019/12/02 Stochastic programming  quadratic programming  Fortet-Mourier metric  asymptotic behaviour   Explicit model of dual programming and solving method for a class of separable convex programming problems 期刊论文 Engineering Optimization, 2019, 卷号: 51, 期号: 9, 页码: 1604-1625 作者:  Sui, YunKang;  Peng, XiRong* 收藏  |  浏览/下载：6/0  |  提交时间：2019/12/24 Explicit dual objective function  separable convex programming  structural topology optimization  dual sequential quadratic programming (DSQP) method  method of moving asymptotes (MMA)