An interior-point method for a class of saddle-point problems (Q1411479)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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