Measurement of interest rates using a convex optimization model.
Jörgen BlomvallPublished in: Eur. J. Oper. Res. (2017)
Keyphrases
- optimization model
- optimization process
- convex optimization
- network flow
- construction project
- convex hull
- piecewise linear
- crew scheduling
- convex programming
- information systems
- convex sets
- constrained minimization
- convex constraints
- measurement model
- measurement error
- convex relaxation
- real time
- optimal solution
- genetic algorithm
- data sets