Nonlinear programming with cumulatively bounded variables

DOI10.1016/0377-0427(79)90001-3zbMath0442.65054OpenAlexW1996143789MaRDI QIDQ1143757

Lazaros P. Mavrides

Publication date: 1979

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-0427(79)90001-3

zbMATH Keywords

Lagrange multipliersconvergencefeasible direction methodKuhn- Tucker-pointmanagement of the bond portfolio of a bank

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Operations research and management science (90B99)

Related Items (2)

A separable integer programming problem equivalent to its continual version ⋮ An efficient algorithm for the Lagrangean dual of nonlinear knapsack problems with additional nested constraints

Cites Work

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• Optimization under nonnegativity constraints
• An Implementable F-W Algorithm Applied To A Banking Problem
• Convergence Conditions for Nonlinear Programming Algorithms

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