A computational study of the homogeneous algorithm for large-scale convex optimization (engelsk)

A computational study of the homogeneous algorithm for large-scale convex optimization

Erling Dalgaard Andersen

1/94 - A presentation of GAMS for DEA : revision May 1994 Petersen

O.B. Olesen

1/99 - Optimal investment strategies with a Heath-Jarrow-Morton term structureof interest rates

Claus Munk (f. 1969-07-22)

no. 1/1986 - Empirical export performance studies : a review of conceptualizations and findings

Tage Koed Madsen

1/1987 - Decomposition in integer programming by superadditive functions

Søren Holm

No. 1/1989 - Hierarchies, decentralization and collution

No.1/1989 - Hierarchies, Decentralization and Collusion

Bente Villadsen

1/1993 - Firm resources and capabilities : a renewed focus for strategic management

Bo Eriksen

1/1995 - Closed form solutions for term structure derivatives with log-normal interest rates

Kristian R. Miltersen

1/1996 - Implementation of interior point methods for large scale linear programming

Erling D. Andersen

1/1998 - The Markov chain approximation approach for numerical solution of stochastic control problems : experiences from Merton's problem

Claus Munk (f. 1969-07-22)

2/94 - Sensitivity and statistical analysis in the repeated prisoner's dilemma game

Carsten A. Koch

no. 2 F/1984 - Pivoting in symphony : a teaching aid for linear programming

L. Peter Jennergren

2/1985 - On general duality in multicriteria optimization

Peter Bogetoft

2/1986 - On the convergence of reference point methods in multiobjective programming

Peter Bogetoft

2/1987 - An LP-based approach to the quadratic assignment problem

Søren Holm

No.2/1988 - The Re-regulation of the Danish Capital Market

Erik Trolle-Schultz

No.2/1989 - Aggregation of Information and Induced Preferences for Generally Accepted Accounting Principles

Thomas Hemmer

no. 2/1990 - The value of communication in multi-period agencies with production and financial decisions

Peter Ove Christensen

no. 2/1993 - Incorporating quality into Data Envelopment Analysis : a Stochastic Dominance approach

Ole B. Olesen

2/1995 - Strategic implications of business process re-engineering

Bo Eriksen

2/1997 - The APOS linear programming solver : an implementation of the homogeneous algorithm

Erling D. Andersen

2/1998 - Why do stakeholders matter?

Thorbjørn Knudsen (f. 1955-04-09)

no. 3/1984 - Opportunism, incentives, and the M-form hypothesis : a laboratory study

Richard M. Burton

3/1987 - What is knowledge? and what is management support? : working paper 2. May 1987

Dian Kjærgaard

No.3/1989 - Mathematical Models of Organizations

R.F. Drenick

no. 3-1990 - A note on the relationship between the DEA and the Russell input efficiency index

Niels Chr Petersen

3/1993 - Indicators of ill-conditioned data sets and model misspecification Data Envelopment Analysis : aggregation as a potential remedy

Ole B. Olesen

3/1996 - A computational study of the homogeneous algorithm for large-scale convex optimization

Erling Dalgaard Andersen

3/1997 - Utility based option pricing with proportional transaction costs and diversification problems : an interior point optimazation approach

Erling D. Andersen

3/1997 - Asymptotic properties in space and time of an estimator in errors-in-variables models in the presence of validation data

István Fazekas

4/1987 - Moral hazard and relative performance evaluation in information production

Peter Bogetoft

4/1993 - The resource-based view of the firm : towards an integrated framework of strategy

Bo Eriksen

4/1996 - On a homogeneous algorithm for a monotone complementarity problem with nonlinear equality constraints

Erling Dalgaard Andersen

4/1997 1997-04 - Market based performance measures and disclosure of private management information in capital markets

Peter Ove Christensen

5/1987 - Support of customer evaluation : a political-cognitive view

Dian Kjærgaard

no. 5/1989 - The use of efficiency linear programs for sensitivity analysis in medical decision making

Celik Parkan

no. 5/1993 - Opportunism, organizational economics and the network approach

Nicolai Juul Foss

5/1997 1997-05 - Memory and consumption smoothing in multi-period agencies

Peter Ove Christensen

no. 5/1998 1998-05 - Efficient timing of communication in multi-period agencies

Peter Ove Christensen

6/1988 - An Intuitive Approach to the Harrison and Kreps Concept of Arbitrage Pricing for Continuous Time Diffusion Models

Peter Ove Christensen

6/1989 - Calculation of relative competitiveness ratings based on a nonparametric approach

Celik Parkan

no. 6/1992 - Depreciation in an agency setting

John Christensen

6/1995 - Economic transactions, opportunistic behavior and protective mechanisms

Carsten A. Koch

6/1996 - On exploiting problem structure in a basis identifications procedure for linear programming

Erling D. Andersen

no. 7/1985 - If there is something rotten in the state of Denmark, we will find it with data envelopment analysis : research efficiency of business administration and economics university departments

L. Peter Jennergren

no. 7/1989 - Sensitivity analysis in decision theory using efficiency linear programs

Celik Parkan

no. 7/1993 - Resources and industry dynamics : integrating resource-based and evolutionary perspectives

Bo Eriksen

7/1997 - Valuation of natural resource investment with stochastic term structures of convenience yields and interest rates

Kristian R. Milthersen

8/1989 - An alternative operational performance rating procedure

Celik Parkan

no. 8/1992 - An arbitrage theory on the term structure of interest rates

Kristian R. Miltersen