The Multiplicative Weights Update Algorithm for Mixed Integer NonLinear Programming : Theory, Applications, and Limitations

Luca Mencarelli

december, 2017

Publication type:

Doctoral these

Publisher:

Université Paris-Saclay

HAL:

tel-01784066

Keywords :

Multiple NonLinear Knapsack Problem; Mixed Integer NonLinear Programming; Multiplicative Weights Update Algorithm; Mean-Variance Portfolio;

title (translation) :

L'Algorithme Multiplicative Weights Update pour la Programmation non linéaire en nombres entiers : Théorie, Applications et Limites

Keywords (translation) :

Algorithme Multiplicative Weights Update; Sélection du portefeuille moyenne-Variance; Programmation non linéaire en nombres entiers; Sac à dos multiple non linéaire;

BibTeX:

@phdthesis{Men-2017,
    author={Luca Mencarelli },
    title={The Multiplicative Weights Update Algorithm for Mixed Integer 
           NonLinear Programming : Theory, Applications, and Limitations },
    address={Université Paris-Saclay },
    year={2017 },
    month={12},
}