Konno Hiroshi | Tokyo Institute of Technology
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概要
関連著者
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Konno Hiroshi
Tokyo Institute of Technology
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Wijayanayake Annista
Tokyo Institute of Technology
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Yamamoto Yoshitsugu
University Of Tsukuba
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久野 誉人
筑波大学
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Suzuki K
Tokyo Inst. Technol. Tokyo Jpn
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KONNO Hiroshi
Institute of Biotechnology Applied to Soil Eumycetes
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Suzuki Ken-ichi
Tokyo Institute of Technology
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Kuno Takahito
University of Tsukuba
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Yajima Yasutoshi
Department Of Mathematical And Computing Science Tokyo Institute Of Technology
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Yajima Yasutoshi
Department Of Industrial Engineering And Management Tokyo Institute Of Technology
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Kawadai Naoya
Tokyo Institute of Technology
著作論文
- A FAST ALGORITHM FOR SOLVING LARGE SCALE MEAN-VARIANCE MODELS BY COMPACT FACTORIZATION OF COVARIANCE MATRICES
- A PARAMETRIC SUCCESSIVE UNDERESTIMATION METHOD FOR CONVEX PROGRAMMING PROBLEMS WITH AN ADDITIONAL CONVEX MULTIPLICATIVE CONSTRAINT
- OUTER APPROXIMATION ALGORITHMS FOR LOWER RANK BILINEAR PROGRAMMING PROBLEMS
- Minimal Cost Rebalancing under Concave Transaction Costs and Minimal Transaction Unit Constraints
- MEAN-ABSOLUTE DEVIATION PORTFOLIO OPTIMIZATION MODEL UNDER TRANSACTION COSTS
- SOLVING LARGE SCALE MEAN-VARIANCE MODELS WITH DENSE NON-FACTORABLE COVARIANCE MATRICES