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Nonlinear programming with cumulatively bounded variables - MaRDI portal

Nonlinear programming with cumulatively bounded variables (Q1143757)

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scientific article; zbMATH DE number 3690577
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English
Nonlinear programming with cumulatively bounded variables
scientific article; zbMATH DE number 3690577

    Statements

    Nonlinear programming with cumulatively bounded variables (English)
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    1979
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    feasible direction method
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    Lagrange multipliers
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    convergence
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    Kuhn- Tucker-point
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    management of the bond portfolio of a bank
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