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Order-value optimization: formulation and solution by means of a primal Cauchy method

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Publication:1880249
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DOI10.1007/s001860300297zbMath1083.90047OpenAlexW2006234834MaRDI QIDQ1880249

Cibele Dunder, José Mario Martínez, Roberto Andreani

Publication date: 22 September 2004

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001860300297


zbMATH Keywords

Iterative methodsGlobal convergenceFitting parametersOrder-Value Optimization


Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Nonlinear programming (90C30) Optimality conditions for minimax problems (49K35)


Related Items (7)

Optimality condition and complexity of order-value optimization problems and low order-value optimization problems ⋮ Generalized order-value optimization ⋮ VaR optimal portfolio with transaction costs ⋮ Low order-value approach for solving var-constrained optimization problems ⋮ Continuous optimization methods for structure alignments ⋮ A robust method based on LOVO functions for solving least squares problems ⋮ Low order-value optimization and applications




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