Zobrazeno 1 - 10
of 20
pro vyhledávání: '"Carisa Kwok Wai Yu"'
Publikováno v:
European Journal of Operational Research. 298:45-58
The feasibility problem is at the core of the modeling of many problems in various areas, and the quasi-convex function usually provides a precise representation of reality in many fields such as economics, finance and management science. In this pap
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::28f74e577c0f98c7c3d104d30cdb61ab
https://doi.org/10.1016/j.ejor.2021.09.029
https://doi.org/10.1016/j.ejor.2021.09.029
Publikováno v:
Optimization. 71:877-905
In this paper, we revisit the bi-criteria portfolio optimization model where the short selling is permitted, and a trade-off is sought between the expected return rate of a portfolio and the maximu...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d159fc1571e8fe278b697a910b845899
https://doi.org/10.1080/02331934.2021.1928665
https://doi.org/10.1080/02331934.2021.1928665
Publikováno v:
Maritime Policy & Management. 46:884-900
We develop an advanced portfolio analysis method to determine the optimal ship mix for a portfolio. A typical business model of a ship leasing firm is to acquire ships for charter income. H...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d31262d1268b9742cde0572370c5d44a
https://doi.org/10.1080/03088839.2019.1647361
https://doi.org/10.1080/03088839.2019.1647361
Publikováno v:
Journal of Optimization Theory and Applications. 183:520-534
In the present paper, we explore a family of projection gradient methods for solving the multiple-sets split feasibility problem, which include the cyclic/simultaneous iteration methods introduced in Wen et al. (J Optim Theory Appl 166:844–860, 201
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::49c41b5351676f44a02c61733307b288
https://doi.org/10.1007/s10957-019-01563-2
https://doi.org/10.1007/s10957-019-01563-2
Publikováno v:
Computational Optimization and Applications. 74:547-582
In the present paper, we propose a modified inexact Levenberg–Marquardt method (LMM) and its global version by virtue of Armijo, Wolfe or Goldstein line-search schemes to solve nonlinear least squares problems (NLSP), especially for the underdeterm
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::906a8c7a8de236b7037c716b9062e240
https://doi.org/10.1007/s10589-019-00111-y
https://doi.org/10.1007/s10589-019-00111-y
Publikováno v:
Signal Processing. 154:30-44
This paper presents a novel fuzzy bit-plane-dependence image segmentation methodology. We propose a probability model for characterizing the distributions of image variations based on bit-plane probabilities and dependencies between bit-planes. Compa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6a07c6f92b0f028c3de1fb8c64413fc7
https://doi.org/10.1016/j.sigpro.2018.08.010
https://doi.org/10.1016/j.sigpro.2018.08.010
Publikováno v:
SIAM Journal on Optimization. 29:2388-2421
We consider the extended Newton method for approaching a Pareto optimum of a multiobjective optimization problem, establish quadratic convergence criteria, and estimate a radius of convergence ball...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::608b0225815bf4144b57a7a605246f22
https://doi.org/10.1137/18m1191737
https://doi.org/10.1137/18m1191737
Publikováno v:
Journal of Industrial and Management Optimization. 18:3247
In this paper, we investigate sparse portfolio selection models with a regularized \begin{document}$ l_p $\end{document}-norm term \begin{document}$ (0 and negatively bounded shorting constraints. We obtain some basic properties of several linear \be
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1d09a1ec072507273fb75af48a47f65c
https://doi.org/10.3934/jimo.2021111
https://doi.org/10.3934/jimo.2021111
Publikováno v:
Optimization. 68:1289-1304
Quasi-convex optimization is fundamental to the modelling of many practical problems in various fields such as economics, finance and industrial organization. Subgradient methods are practical iter...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a1cf53ec9d89054408b946ad89fafd00
https://doi.org/10.1080/02331934.2018.1455831
https://doi.org/10.1080/02331934.2018.1455831
Publikováno v:
Land Use Policy. 111:105687
Real estate is one of the most important forms of portfolio, which plays an essential role in the economy of Hong Kong. Extensive investigations indicate that jump points in the private domestic price indices are subject to various factors such as in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ebd794bc21477906f0600075acd301b6
https://doi.org/10.1016/j.landusepol.2021.105687
https://doi.org/10.1016/j.landusepol.2021.105687