CLO replenishment regarded as linear optimisation problem
Sign Up to like & getrecommendations! Published in 2017 at "Decisions in Economics and Finance"
DOI: 10.1007/s10203-017-0194-8
Abstract: Synthetic collateralised loan obligations (CLOs) often have a replenishment feature: if the securitised assets amortise, the unused CLO volume can be replenished (refilled). While this replenishment problem usually is not a linear optimisation problem, we… read more here.
Keywords: clo; replenishment; linear optimisation; optimisation problem ... See more keywords
Coordinated optimisation problem integrating EMU circulation and timetabling for high-speed railway
Sign Up to like & getrecommendations! Published in 2017 at "Iet Intelligent Transport Systems"
DOI: 10.1049/iet-its.2016.0351
Abstract: In this study, the problem of electric multiple unit (EMU) circulation planning and train timetabling is studied through a coordinated process that provides a feedback mechanism to simultaneously minimise the number of EMUs, the number… read more here.
Keywords: coordinated optimisation; emu circulation; optimisation problem; problem ... See more keywords
Distributed dynamic event-triggered algorithm with positive minimum inter-event time for convex optimisation problem
Sign Up to like & getrecommendations! Published in 2020 at "International Journal of Control"
DOI: 10.1080/00207179.2020.1854866
Abstract: In this study, we investigate the distributed convex optimisation problem of the multi-agent system over an undirected network, in which the global objective function is the sum of all the local co... read more here.
Keywords: optimisation problem; event; distributed dynamic; convex optimisation ... See more keywords
Distributed finite-time optimisation for multi-agent systems via event-triggered aperiodically intermittent communication
Sign Up to like & getrecommendations! Published in 2022 at "International Journal of Systems Science"
DOI: 10.1080/00207721.2021.2019348
Abstract: In this paper, the finite-time distributed optimisation problem for multi-agent systems (MASs) is investigated by proposing a kind of new event-based aperiodically intermittent communication strategy. Firstly, the distributed optimisation problem with the sum of local… read more here.
Keywords: optimisation problem; event; finite time; optimisation ... See more keywords
Cardinality-constrained programs with nonnegative variables and an SCA method
Sign Up to like & getrecommendations! Published in 2021 at "Journal of the Operational Research Society"
DOI: 10.1080/01605682.2020.1854627
Abstract: Abstract We study a cardinality-constrained optimisation problem with nonnegative variables in this paper. This problem is often encountered in practice. Firstly, we study some properties on the optimal solutions of this optimisation problem under some… read more here.
Keywords: cardinality constrained; problem; optimisation problem; nonnegative variables ... See more keywords
LR-optimal solution of nonlinear optimisation problem with varying parameters
Sign Up to like & getrecommendations! Published in 2018 at "International Journal of Operational Research"
DOI: 10.1504/ijor.2018.10017315
Abstract: In this paper, a nonlinear optimisation problem is studied in uncertain environment. The objective function and constraints of this problem are interval valued functions. The solution of the problem is defined with respect to LR-partial… read more here.
Keywords: methodology; nonlinear optimisation; solution; optimisation problem ... See more keywords