发布求助
文献互助 智能选刊 最新文献

Mathematical Methods of Operations Research最新文献

筛选
英文 中文
On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints 基于概率/鲁棒(probust)约束的优化问题的算法求解
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2021-12-14 DOI: 10.1007/s00186-021-00764-8
Holger Berthold, H. Heitsch, R. Henrion, Jan Schwientek
{"title":"On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints","authors":"Holger Berthold, H. Heitsch, R. Henrion, Jan Schwientek","doi":"10.1007/s00186-021-00764-8","DOIUrl":"https://doi.org/10.1007/s00186-021-00764-8","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2021-12-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84794127","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Using Householder’s method to improve the accuracy of the closed-form formulas for implied volatility 用Householder方法提高隐含波动率封闭公式的准确性
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2021-12-01 DOI: 10.1007/s00186-021-00763-9
D. Miao, Xenos Chang-Shuo Lin, Chang-Yao Lin
{"title":"Using Householder’s method to improve the accuracy of the closed-form formulas for implied volatility","authors":"D. Miao, Xenos Chang-Shuo Lin, Chang-Yao Lin","doi":"10.1007/s00186-021-00763-9","DOIUrl":"https://doi.org/10.1007/s00186-021-00763-9","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2021-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81389615","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Efficient dual ADMMs for sparse compressive sensing MRI reconstruction 稀疏压缩感知MRI重构的高效双admm
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2021-11-24 DOI: 10.1007/s00186-023-00811-6
Yanyun Ding, P. Li, Yunhai Xiao, Haibin Zhang
{"title":"Efficient dual ADMMs for sparse compressive sensing MRI reconstruction","authors":"Yanyun Ding, P. Li, Yunhai Xiao, Haibin Zhang","doi":"10.1007/s00186-023-00811-6","DOIUrl":"https://doi.org/10.1007/s00186-023-00811-6","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2021-11-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88672047","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Strong duality for standard convex programs 标准凸规划的强对偶性
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2021-11-22 DOI: 10.1007/s00186-021-00761-x
K. Kortanek, Guolin Yu, Qinghong Zhang
{"title":"Strong duality for standard convex programs","authors":"K. Kortanek, Guolin Yu, Qinghong Zhang","doi":"10.1007/s00186-021-00761-x","DOIUrl":"https://doi.org/10.1007/s00186-021-00761-x","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2021-11-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82187486","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Refined cut selection for benders decomposition: applied to network capacity expansion problems 弯管机分解的精细化切割选择:应用于网络扩容问题
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2021-11-13 DOI: 10.1007/s00186-021-00756-8
René Brandenberg, Paul Stursberg
{"title":"Refined cut selection for benders decomposition: applied to network capacity expansion problems","authors":"René Brandenberg, Paul Stursberg","doi":"10.1007/s00186-021-00756-8","DOIUrl":"https://doi.org/10.1007/s00186-021-00756-8","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2021-11-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78244312","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market 违约市场中具有时滞的随机Stackelberg微分再保险与投资博弈
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2021-11-02 DOI: 10.1007/s00186-021-00760-y
Yanfei Bai, Zhongbao Zhou, Helu Xiao, Rui Gao, Feimin Zhong
{"title":"A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market","authors":"Yanfei Bai, Zhongbao Zhou, Helu Xiao, Rui Gao, Feimin Zhong","doi":"10.1007/s00186-021-00760-y","DOIUrl":"https://doi.org/10.1007/s00186-021-00760-y","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2021-11-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86588904","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Binary programming formulations for the upper domination problem 上支配问题的二进制规划公式
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2021-10-11 DOI: 10.1007/s00186-023-00831-2
R. Burdett, M. Haythorpe, Alex Newcombe
{"title":"Binary programming formulations for the upper domination problem","authors":"R. Burdett, M. Haythorpe, Alex Newcombe","doi":"10.1007/s00186-023-00831-2","DOIUrl":"https://doi.org/10.1007/s00186-023-00831-2","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2021-10-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83509935","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Bilevel hyperparameter optimization for support vector classification: theoretical analysis and a solution method 支持向量分类的双层超参数优化:理论分析与求解方法
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2021-10-04 DOI: 10.1007/s00186-022-00798-6
Qingna Li, Zhen Li, A. Zemkoho
{"title":"Bilevel hyperparameter optimization for support vector classification: theoretical analysis and a solution method","authors":"Qingna Li, Zhen Li, A. Zemkoho","doi":"10.1007/s00186-022-00798-6","DOIUrl":"https://doi.org/10.1007/s00186-022-00798-6","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2021-10-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80135255","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Optimal step length for the Newton method: case of self-concordant functions 牛顿法的最优步长:自协调函数的情况
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2021-10-01 DOI: 10.1007/s00186-021-00755-9
R. Hildebrand
{"title":"Optimal step length for the Newton method: case of self-concordant functions","authors":"R. Hildebrand","doi":"10.1007/s00186-021-00755-9","DOIUrl":"https://doi.org/10.1007/s00186-021-00755-9","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2021-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74088243","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Nash equilibria in a class of Markov stopping games with total reward criterion 一类具有总奖励准则的马尔可夫停止对策的纳什均衡
IF 1.2 4区 数学
Mathematical Methods of Operations Research Pub Date : 2021-10-01 DOI: 10.1007/s00186-021-00759-5
R. Cavazos-Cadena, M. Cantú-Sifuentes, Imelda Cerda-Delgado
{"title":"Nash equilibria in a class of Markov stopping games with total reward criterion","authors":"R. Cavazos-Cadena, M. Cantú-Sifuentes, Imelda Cerda-Delgado","doi":"10.1007/s00186-021-00759-5","DOIUrl":"https://doi.org/10.1007/s00186-021-00759-5","url":null,"abstract":"","PeriodicalId":49862,"journal":{"name":"Mathematical Methods of Operations Research","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2021-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84880332","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
首页 上一页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：481959085
Book学术官方微信