Multi-Period Trading via Convex Optimization.
Stephen P. BoydEnzo BussetiSteven DiamondRonald N. KahnKwangmoo KohPeter NystrupJan SpethPublished in: Found. Trends Optim. (2017)
Keyphrases
- convex optimization
- multi period
- production planning
- facility location problem
- data envelopment analysis
- routing problem
- planning horizon
- multi item
- primal dual
- lot sizing
- total variation
- convex optimization problems
- total cost
- approximation algorithms
- genetic algorithm
- input output
- lot size
- cost function
- optimal solution