مرکز منطقه ای اطلاع رساني علوم و فناوري - Solving non-linear portfolio optimization problems with the primal-dual interior point method

Title of article :

Solving non-linear portfolio optimization problems with the primal-dual interior point method

Author/Authors :

Jacek Gondzio، نويسنده , , Andreas Grothey، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

1019

To page :

1029

Keywords :

Parallel computing , Portfolio optimization , nonlinear programming , Interior point method

Journal title :

European Journal of Operational Research

Serial Year :

2007

Journal title :

European Journal of Operational Research

Record number :

216942

Link To Document :