An improved closed-form solution for the constrained minimization of the root of a quadratic functional
type: Item
instance of: scholarly article
title: An improved closed-form solution for the constrained minimization of the root of a quadratic functional
zbMATH Open document ID: 1250.90088
author: Iqbal Owadally
published in: Journal of Computational and Applied Mathematics
publication date: 2012-08-03T00:00:00Z
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6063175
zbMATH Keywords: minimization
zbMATH Keywords: root of quadratic functional
zbMATH Keywords: linear constraints
zbMATH Keywords: portfolio selection
MaRDI profile type: Publication
full work available at URL: j.cam.2012.04.014
OpenAlex ID: W2133009536
cites work: Minimization of the root of a quadratic functional under an affine equality constraint
cites work: Minimization of the root of a quadratic functional under a system of affine equality constraints with application to portfolio management
cites work: Tail Conditional Expectations for Elliptical Distributions
cites work: Q5706744
cites work: Totally convex functions for fixed points computation and infinite dimensional optimization
cites work: Averaged Subgradient Methods for Constrained Convex Optimization and Nash Equilibria Computation
cites work: Q4821526
cites work: Positive Definite Matrices
cites work: An approach to nonlinear programming
cites work: Q4693065
DOI: 10.1016/J.CAM.2012.04.014
Recommended article: Minimization of the root of a quadratic functional under an affine equality constraint
Recommended article: Minimization of quadratic functionals with constraints in the form of equalities
Recommended article: Minimizing quadratic functions subject to bound constraints with the rate of convergence and finite termination
Recommended article: Q3332782
Recommended article: Q3202763
Recommended article: Q4016639
Recommended article: Q3696874
Recommended article: A lower bound for a constrained quadratic \(0\)-\(1\) minimization problem
Recommended article: Minimizing quadratic functions with separable quadratic constraints
Recommended article: An efficient algorithm for globally minimizing a quadratic function under convex quadratic constraints
description: scientific article; zbMATH DE number 6063175