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Multi-period portfolio selection for asset-liability management with uncertain investment horizon
Quadratic approximation and visualization of online contract-based available transfer capability region of power systems
1. | Mathematics and Computing Science, Changsha University of Science and Technology, China |
2. | Department of Electrical and Electronic Engineering, The University of Hong Kong, Hong Kong, China |
[1] |
Liqun Qi, Zheng yan, Hongxia Yin. Semismooth reformulation and Newton's method for the security region problem of power systems. Journal of Industrial & Management Optimization, 2008, 4 (1) : 143-153. doi: 10.3934/jimo.2008.4.143 |
[2] |
Yanming Ge. Analysis of airline seat control with region factor. Journal of Industrial & Management Optimization, 2012, 8 (2) : 363-378. doi: 10.3934/jimo.2012.8.363 |
[3] |
Nobuko Sagara, Masao Fukushima. trust region method for nonsmooth convex optimization. Journal of Industrial & Management Optimization, 2005, 1 (2) : 171-180. doi: 10.3934/jimo.2005.1.171 |
[4] |
Yanli Han, Yan Gao. Determining the viability for hybrid control systems on a region with piecewise smooth boundary. Numerical Algebra, Control & Optimization, 2015, 5 (1) : 1-9. doi: 10.3934/naco.2015.5.1 |
[5] |
Julián López-Gómez. On the structure of the permanence region for competing species models with general diffusivities and transport effects. Discrete & Continuous Dynamical Systems - A, 1996, 2 (4) : 525-542. doi: 10.3934/dcds.1996.2.525 |
[6] |
Honglan Zhu, Qin Ni, Meilan Zeng. A quasi-Newton trust region method based on a new fractional model. Numerical Algebra, Control & Optimization, 2015, 5 (3) : 237-249. doi: 10.3934/naco.2015.5.237 |
[7] |
Jun Chen, Wenyu Sun, Zhenghao Yang. A non-monotone retrospective trust-region method for unconstrained optimization. Journal of Industrial & Management Optimization, 2013, 9 (4) : 919-944. doi: 10.3934/jimo.2013.9.919 |
[8] |
Christos V. Nikolopoulos. Mathematical modelling of a mushy region formation during sulphation of calcium carbonate. Networks & Heterogeneous Media, 2014, 9 (4) : 635-654. doi: 10.3934/nhm.2014.9.635 |
[9] |
Dong liu, Ville Kolehmainen, Samuli Siltanen, Anne-maria Laukkanen, Aku Seppänen. Estimation of conductivity changes in a region of interest with electrical impedance tomography. Inverse Problems & Imaging, 2015, 9 (1) : 211-229. doi: 10.3934/ipi.2015.9.211 |
[10] |
Lijuan Zhao, Wenyu Sun. Nonmonotone retrospective conic trust region method for unconstrained optimization. Numerical Algebra, Control & Optimization, 2013, 3 (2) : 309-325. doi: 10.3934/naco.2013.3.309 |
[11] |
Paolo Tilli. Compliance estimates for two-dimensional problems with Dirichlet region of prescribed length. Networks & Heterogeneous Media, 2012, 7 (1) : 127-136. doi: 10.3934/nhm.2012.7.127 |
[12] |
Dan Xue, Wenyu Sun, Hongjin He. A structured trust region method for nonconvex programming with separable structure. Numerical Algebra, Control & Optimization, 2013, 3 (2) : 283-293. doi: 10.3934/naco.2013.3.283 |
[13] |
Bülent Karasözen. Survey of trust-region derivative free optimization methods. Journal of Industrial & Management Optimization, 2007, 3 (2) : 321-334. doi: 10.3934/jimo.2007.3.321 |
[14] |
Xin Zhang, Jie Wen, Qin Ni. Subspace trust-region algorithm with conic model for unconstrained optimization. Numerical Algebra, Control & Optimization, 2013, 3 (2) : 223-234. doi: 10.3934/naco.2013.3.223 |
[15] |
Zhou Sheng, Gonglin Yuan, Zengru Cui, Xiabin Duan, Xiaoliang Wang. An adaptive trust region algorithm for large-residual nonsmooth least squares problems. Journal of Industrial & Management Optimization, 2018, 14 (2) : 707-718. doi: 10.3934/jimo.2017070 |
[16] |
Liang Zhang, Wenyu Sun, Raimundo J. B. de Sampaio, Jinyun Yuan. A wedge trust region method with self-correcting geometry for derivative-free optimization. Numerical Algebra, Control & Optimization, 2015, 5 (2) : 169-184. doi: 10.3934/naco.2015.5.169 |
[17] |
Chunlin Hao, Xinwei Liu. A trust-region filter-SQP method for mathematical programs with linear complementarity constraints. Journal of Industrial & Management Optimization, 2011, 7 (4) : 1041-1055. doi: 10.3934/jimo.2011.7.1041 |
[18] |
Jun Takaki, Nobuo Yamashita. A derivative-free trust-region algorithm for unconstrained optimization with controlled error. Numerical Algebra, Control & Optimization, 2011, 1 (1) : 117-145. doi: 10.3934/naco.2011.1.117 |
[19] |
Jinyu Dai, Shu-Cherng Fang, Wenxun Xing. Recovering optimal solutions via SOC-SDP relaxation of trust region subproblem with nonintersecting linear constraints. Journal of Industrial & Management Optimization, 2019, 15 (4) : 1677-1699. doi: 10.3934/jimo.2018117 |
[20] |
Jing Zhou, Cheng Lu, Ye Tian, Xiaoying Tang. A socp relaxation based branch-and-bound method for generalized trust-region subproblem. Journal of Industrial & Management Optimization, 2017, 13 (5) : 0-0. doi: 10.3934/jimo.2019104 |
2018 Impact Factor: 1.025
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