A first-order interior-point method for linearly constrained smooth optimization-Reference-Cited by-同舟云学术

A first-order interior-point method for linearly constrained smooth optimization

Published:2009-06-03 Issue:2 Volume:127 Page:399-424
ISSN:0025-5610
Container-title:Mathematical Programming
language:en
Short-container-title:Math. Program.

Author:

Tseng Paul,Bomze Immanuel M.,Schachinger Werner

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Link

http://link.springer.com/content/pdf/10.1007/s10107-009-0292-7.pdf

Reference33 articles.

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4. Bomze I.M.: Portfolio selection via replicator dynamics and projection of indefinite estimated covariances. Dyn. Cont. Discrete Impuls. Syst. Ser. B 12, 527–564 (2005)

5. Bomze, I. M., Schachinger, W.: Multi-standard quadratic optimization problems. Comput. Optim. Appl. doi: 10.1007/s10589-009-9243-8 (2009)

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