Results 111 to 120 of about 2,134,101 (207)

Homotopy Methods for Convex Optimization

open access: yesSIAM Journal on Optimization
28 pages, 8 figures, v2: close to the published ...
Andreas Klingler, Tim Netzer
openaire   +3 more sources

Optimal Contest beyond Convexity

open access: yesProceedings of the 58th Annual ACM Symposium on Theory of Computing
Appeared in STOC ...
Negin Golrezaei   +2 more
openaire   +2 more sources

Consumption and Investment Optimization under Constraints [PDF]

open access: yes
We analyze a problem of maximization of expected terminal wealth and consumption under constraints in a general framework including financial models with constrained portfolios, labor income and large investor models.
Long Nguyen-Thanh
core  

Exact penalties for decomposable convex optimization problems

open access: yes, 2021
We consider a general decomposable convex optimization problem. By using right-hand side allocation technique, it can be transformed into a collection of small dimensional optimization problems.
Konnov I.V.
core  

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