Parallel interior-point solver for structured quadratic programs: Application to financial planning problems (Q2480251): Difference between revisions

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Revision as of 20:32, 27 June 2024

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Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
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    Parallel interior-point solver for structured quadratic programs: Application to financial planning problems (English)
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    31 March 2008
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    structure exploitation
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    stochastic programming
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    portfolio optimization
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    interior point methods
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