Nonsmooth Optimization in Honor of the 60th Birthday of Adil M. Bagirov
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Book
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Optimization and Nonsmooth Analysis
Book
Book
1. Introduction and Preview 2. Generalized Gradients 3. Differential Inclusions 4. The Calculus of Variations 5. Optimal Control 6. Mathematical Programming 7. Topics in Analysis.
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Página del recursoJournal of Nonsmooth Analysis and Optimization
Article
Article
Subjects / keywords: nonsmooth analysis, nonsmooth optimization, variational analysis, equilibrium problems, stochastic optimization, bilevel optimization; Science
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Open AccessOptimization of conditional value-at-risk
Article
Article
A new approach to optimizing or hedging a portfolio of financial instruments to reduce risk is presented and tested on applications. It focuses on minimizing Conditional Value-at-Risk (CVaR) rather than minimizing Value-...
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