Parallel interior-point solver for structured quadratic programs: Application to financial planning problems (Q2480251)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parallel interior-point solver for structured quadratic programs: Application to financial planning problems |
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Parallel interior-point solver for structured quadratic programs: Application to financial planning problems (English)
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31 March 2008
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structure exploitation
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stochastic programming
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portfolio optimization
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interior point methods
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