Application of a globally convergent hybrid conjugate gradient method in portfolio optimization
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Publication:6567858
DOI10.2478/jamsi-2024-0003MaRDI QIDQ6567858
Unnamed Author, T. Diphofu, P. Mtagulwa, K. Kaisara
Publication date: 5 July 2024
Published in: Journal of Applied Mathematics, Statistics and Informatics (Search for Journal in Brave)
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)
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