[1] |
JIAN Jinbao, LAO Yixian, CHAO Miantao, MA Guodong.
ADMM-SQP algorithm for two blocks linear constrained nonconvex optimization
[J]. Operations Research Transactions, 2018, 22(2): 79-92.
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[2] |
WANG Lei, LIN Chong, GU Yan, LIU Cui, GAO Hongwei.
Strategic stability of cooperative solutions in infinite stage network games
[J]. Operations Research Transactions, 2018, 22(1): 77-86.
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[3] |
KANG Zhilin, LI Zhongfei.
CVaR robust mean-CVaR portfolio optimization model and the solving methods
[J]. Operations Research Transactions, 2017, 21(1): 1-12.
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[4] |
SHI Litang, CHEN Wei.
A filled-filter function algorithm for solving unconstrained nonlinear optimization
[J]. Operations Research Transactions, 2017, 21(1): 55-64.
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[5] |
ZHANG Wanli, XIA Yuanmei, ZHAO Kequan.
Scalarization of weakly C(\varepsilon)-efficient solutions via quasi interior in vector optimization
[J]. Operations Research Transactions, 2016, 20(2): 121-126.
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[6] |
GONG Jing.
Integration of mathematical programming with constraint programming for multi-objective planning and scheduling
[J]. Operations Research Transactions, 2016, 20(1): 61-74.
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[7] |
ZHENG Wei, WANG Ligong.
The Hamilton-connectivity with the degree sum of non-adjacent subgraphs P_ 4 and K_1 in claw-free graphs
[J]. Operations Research Transactions, 2016, 20(1): 112-117.
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[8] |
TIAN Haiyan, ZHANG Gang.
A non-empty condition and an axiomatization for the core of multi-choice NTU games
[J]. Operations Research Transactions, 2015, 19(4): 97-106.
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[9] |
LI Wenhua, CHAI Xing, YUAN Hang, YANG Sufang.
On-line algorithms for incompatible job families on parallel machines scheduling with lookahead
[J]. Operations Research Transactions, 2015, 19(4): 121-126.
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[10] |
PU Dingguo, SHANG Youlin, WANG Guanlin.
A new QP-free method without a penalty function and a filter
[J]. Operations Research Transactions, 2015, 19(3): 48-56.
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[11] |
XIAO Jianwu.
The optimal management for defined benefit pension of funds based on a Heston model
[J]. Operations Research Transactions, 2015, 19(1): 85-91.
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[12] |
LIANG Xikun, XU Chengxian, ZHENG Dong.
The research progress of robust portfolio optimization
[J]. Operations Research Transactions, 2014, 18(2): 87-95.
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[13] |
.
QP-free infeasible method without a penalty function and a filter
[J]. Operations Research Transactions, 2013, 17(1): 106-116.
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[14] |
CHEN Ruidi, PENG Yijie, HU Jianqiang.
Simulation of Levy-driven models and its application in finance
[J]. Operations Research Transactions, 2013, 17(1): 1-9.
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[15] |
Yao-Yi-Rong, AN Liu, CHEN Xi, ZHENG Quan.
Existence and Optimality of Accessible and Approximatable Minimizers for Global Optimization with Deviation Integral
[J]. Operations Research Transactions, 2012, 16(2): 32-40.
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