Solving nonlinear portfolio optimization problems with the primal-dual interior point method (Q877584)
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scientific article; zbMATH DE number 5148792
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving nonlinear portfolio optimization problems with the primal-dual interior point method |
scientific article; zbMATH DE number 5148792 |
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Solving nonlinear portfolio optimization problems with the primal-dual interior point method (English)
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3 May 2007
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portfolio optimization
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nonlinear programming
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interior point method
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parallel computing
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