Michael J. Best

Available identifiers

zbMath Open best.michael-jMaRDI QIDQ650204

List of research outcomes

Publication	Date of Publication	Type
Quadratic Programming with Computer Programs	2016-11-09	Paper
An Algorithm for Portfolio Optimization with Transaction Costs	2012-02-21	Paper
Degeneracy resolution for bilinear utility functions	2011-11-25	Paper
https://portal.mardi4nfdi.de/entity/Q5305332	2010-03-22	Paper
An algorithm for portfolio optimization with variable transaction costs. II: Computational analysis	2008-05-05	Paper
An algorithm for portfolio optimization with variable transaction costs. I: Theory	2008-05-05	Paper
Quadratic programming with transaction costs	2007-10-10	Paper
The efficient frontier for bounded assets	2003-08-07	Paper
Portfolio selection and transactions costs	2003-04-27	Paper
Minimizing Separable Convex Functions Subject to Simple Chain Constraints	2000-10-19	Paper
https://portal.mardi4nfdi.de/entity/Q4215365	1998-10-26	Paper
An \(O(n^ 2)\) active set method for solving a certain parametric quadratic program	1994-04-27	Paper
Sensitivity Analysis for Mean-Variance Portfolio Problems	1991-01-01	Paper
Active set algorithms for isotonic regression; a unifying framework	1990-01-01	Paper
The simplex method and unrestricted variables	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3694971	1985-01-01	Paper
Equivalence of some quadratic programming algorithms	1984-01-01	Paper
A method to increase the computational efficiency of certain quadratic programming algorithms	1983-01-01	Paper
A globally and quadratically convergent algorithm for general nonlinear programming problems	1981-01-01	Paper
The projection method of optimization applied to engineering plasticity problems	1979-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3914772	1979-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3926174	1978-01-01	Paper
A quasi-Newton method can be obtained from a method of conjugate directions	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4120315	1976-01-01	Paper
A Class of Accelerated Conjugate Direction Methods for Linearly Constrained Minimization Problems	1976-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4127901	1976-01-01	Paper
An accelerated conjugate direction method to solve linearly constrained minimization problems	1975-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4117606	1975-01-01	Paper
A method to accelerate the rate of convergence of a class of optimization algorithms	1975-01-01	Paper

Research outcomes over time

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