Search for dissertations about: "Ann-brith Strömberg"

Found 4 swedish dissertations containing the words Ann-brith Strömberg.

  1. 1. Applications of Subgradient Optimization and an Extension

    Author : Ann-Brith Strömberg; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : .... READ MORE

  2. 2. Conditional Subgradient Methods and Ergodic Convergence in Nonsmooth Optimization

    Author : Ann-Brith Strömberg; Vladimir F. Dem'yanov; Linköpings universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; ergodic convergence; nonsmooth optimization; primal convergence; subgradient methods; conditional subgradient; Convex programming; Lagrangean relaxation;

    Abstract : The topic of the thesis is subgradient optimization methods in convex, nonsmooth optimization. These methods are frequently used, especially in the context of Lagrangean relaxation of large scale mathematical programs where they are remarkably often able to quickly identify near-optimal Lagrangean dual solutions. READ MORE

  3. 3. Towards concurrent planning of railway maintenance and train services

    Author : Tomas Lidén; Jan Lundgren; Martin Joborn; Ann-Brith Strömberg; Linköpings universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Abstract : Efficiency in the public and freight transportation systems is of crucial importance for a society. Railways can offer high capacity and relatively low environmental impact, but require that several technical systems are tuned and operate well. READ MORE

  4. 4. Mean-Variance Portfolio Optimization : Eigendecomposition-Based Methods

    Author : Fred Mayambala; Torbjörn Larsson; Elina Rönnberg; Juma Kasozi; Ann-Brith Strömberg; Linköpings universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : Modern portfolio theory is about determining how to distribute capital among available securities such that, for a given level of risk, the expected return is maximized, or for a given level of return, the associated risk is minimized. In the pioneering work of Markowitz in 1952, variance was used as a measure of risk, which gave rise to the wellknown mean-variance portfolio optimization model. READ MORE