The following pages link to (Q3925818):
Displaying 8 items.
- Rigorous convergence analysis of alternating variable minimization with multiplier methods for quadratic programming problems with equality constraints (Q291885) (← links)
- Stochastic network optimization models for investment planning (Q917418) (← links)
- On the structure of convex piecewise quadratic functions (Q1336069) (← links)
- A simple algorithm to incorporate transactions costs in quadratic optimization (Q1342041) (← links)
- Portfolio optimization for wealth-dependent risk preferences (Q1958620) (← links)
- Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints (Q2253396) (← links)
- A simplex algorithm for piecewise-linear programming I: Derivation and proof (Q3703668) (← links)
- A fuzzy goal programming approach to portfolio selection (Q5946144) (← links)