On the application of an augmented Lagrangian algorithm to some portfolio problems (Q285925): Difference between revisions

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-Ernesto G. Birgin
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-Q235094
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 José Mario Martínez
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+Ernesto G. Birgin
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+https://doi.org/10.1007/s13675-015-0052-9
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+W2263127837
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@@ Property / cites work @@
+On Augmented Lagrangian Methods with General Lower-Level Constraints
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@@ Property / cites work @@
+Q4661509
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+Portfolio optimization with structured products under return constraint
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+Low order-value approach for solving var-constrained optimization problems
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+Global minimization using an augmented Lagrangian method with variable lower-level constraints
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+Practical Augmented Lagrangian Methods for Constrained Optimization
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+Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming
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