Pages that link to "Item:Q808185"

The following pages link to A quadratically convergent method for linear programming (Q808185):

Displaying 23 items.

• Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory (Q928297) (← links)
• A hypoquadratic convergence method for Lagrange multipliers (Q1324389) (← links)
• Stable barrier-projection and barrier-Newton methods in linear programming (Q1342880) (← links)
• An algorithm for solving quadratic programming problems with linear equality and inequality constraints. (Q1395249) (← links)
• Monotone variable-metric algorithm for linearly constrained nonlinear programming (Q1579655) (← links)
• An implementation of the QSPLINE method for solving convex quadratic programming problems with simple bound constraints. (Q1875003) (← links)
• Theoretical and computational study of several linearisation techniques for binary quadratic problems (Q2288865) (← links)
• Box-constrained multi-objective optimization: A gradient-like method without ``a priori'' scalarization (Q2475812) (← links)
• An approximate solution to linear and quadratic programming problems by the method of least squares (Q2704998) (← links)
• An interior point algorithm for global optimal solutions and KKT points (Q2770190) (← links)
• A roof linearization algorithm to obtain a tight upper bound for integer nonseparable quadratic programming (Q2883573) (← links)
• A Cooperative Sensor Network: Optimal Deployment and Functioning (Q3081270) (← links)
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• A Faster Method For Computing Karmarkar's Projections For Large Number of Constraints (Q4342964) (← links)
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• Maximum likelihood estimation of the parameters of a system of stochastic differential equations that models the returns of the index of some classes of hedge funds (Q5432657) (← links)
• Determining a stable relationship between hedge fund index HFRI-Equity and S&P 500 behaviour, using filtering and maximum likelihood (Q5852183) (← links)