haku: @indexterm Quadratic programming / yhteensä: 24
viitteet: 1-10 / 24
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1.
Extending quadrature methods to value multi-asset and complex path dependent options
Journal of Financial Economics
2007 : FEB, VOL. 83:2, p. 471-499
 2007 Andricopoulos, A.D. (et al.)
2.
Simulated annealing for complex portfolio selection problems
European Journal of Operational Research
2003 : NOV, VOL. 150:3, p. 546-571
 2003 Crama, Y.
Schyns, M.
3.
Universal option valuation using quadrature methods
Journal of Financial Economics
2003 : MAR, VOL. 67:3, p. 447-471
 2003 Andricopoulos, A. D. (et al.)
4.
Blockmodels with maximum concentration
European Journal of Operational Research
2003 : JUL, VOL. 148:1, p. 56-64
 2003 Jessop, A.
5.
A derivative algorithm for inexact quadratic program- application to environmental decision-making under uncertainty
European Journal of Operational Research
2001 : FEB 1, VOL. 128:3, p. 570-586
 2001 Chen, M. J.
Huang, G. H.
6.
On computing objective function values in multiple objective function values in multiple objective quadrat-linear programming
European Journal of Operational Research
1998 : APR 1, VOL. 106:1, p. 184-190
 1998 Korhonen, P.
7.
A reference direction approach to multiple objective quadratic-linear programming
European Journal of Operational Research
1997 : NOV 1, VOL. 102:3, p. 601-610
 1997 Korhonen, P.
Yu, G.
8.
Solving the generalized machine assignment problem in group technology
Journal of the Operational Research Society
1996 : VOL. 47:6, p. 794-802
 1996 Cheng, C.H.
Goh, C.H.
Lee, A.
9.
A Lagrangean relaxation approach for a turbine design quadratic assignment problem
Journal of the Operational Research Society
1996 : VOL. 47:6, p. 766-775
 1996 White, D.J.
10.
The use of specially structured models for obtaining bounds in the quadratic assignment problem
Journal of the Operational Research Society
1994 : APR, VOL. 45:4, p. 451-462
 1994 White, D.J.
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