An interior-point method for a class of saddle-point problems (Q1411479): Difference between revisions

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Property / author: Bjarni V. Halldórsson / rank
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Property / author: Reha H. Tütüncü / rank
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Latest revision as of 12:06, 6 June 2024

scientific article
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English
An interior-point method for a class of saddle-point problems
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    An interior-point method for a class of saddle-point problems (English)
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    29 October 2003
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    Interior-point methods
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    robust optimization
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    portfolio optimization
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    saddle-point problems
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    quadratic programming
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    semidefinite programming
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