An Algorithm for the Solution of the Parametric Quadratic Programming Problem-Reference-Cited by-同舟云学术

An Algorithm for the Solution of the Parametric Quadratic Programming Problem

Published:1996 Issue: Volume: Page:57-76
ISSN:
Container-title:Applied Mathematics and Parallel Computing
language:
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Author:

Best Michael J.

Publisher

Physica-Verlag HD

Link

http://link.springer.com/content/pdf/10.1007/978-3-642-99789-1_5.pdf

Reference20 articles.

1. M.J. Best, “Equivalence of some quadratic programming algorithms”, Mathematical Programming, 30 (1984) 71–87.

2. M.J. Best and N. Chakravarti, “An 0(n2) active set method for solving a certain parametric quadratic program”, Journal of Optimization Theory and Applications, Vol. 72, No. 2 (1992) 213–224.

3. M. J. Best and B. Ding, “Global and local quadratic minimization”, Research Report CORR 95–25, Department of Combinatorics and Optimization, University of Waterloo, 1995.

4. M.J. Best and R.R. Grauer, “Sensitivity analysis for mean-variance portfolio problems”, Management Science, Vol. 30, No. 8 (1991) 980–989.

5. M.J. Best and R.R. Grauer, “The analytics of sensitivity analysis for mean-variance portfolio problems”, International Review of Financial Analysis, Vol. 1, No. 1 (1992) 17–37.

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