Pages that link to "Item:Q808185"
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The following pages link to A quadratically convergent method for linear programming (Q808185):
Displaying 9 items.
- Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory (Q928297) (← links)
- Stable barrier-projection and barrier-Newton methods in linear programming (Q1342880) (← links)
- Monotone variable-metric algorithm for linearly constrained nonlinear programming (Q1579655) (← links)
- Box-constrained multi-objective optimization: A gradient-like method without ``a priori'' scalarization (Q2475812) (← links)
- An interior point algorithm for global optimal solutions and KKT points (Q2770190) (← links)
- A Cooperative Sensor Network: Optimal Deployment and Functioning (Q3081270) (← links)
- A Faster Method For Computing Karmarkar's Projections For Large Number of Constraints (Q4342964) (← links)
- Maximum likelihood estimation of the parameters of a system of stochastic differential equations that models the returns of the index of some classes of hedge funds (Q5432657) (← links)
- Determining a stable relationship between hedge fund index HFRI-Equity and S&P 500 behaviour, using filtering and maximum likelihood (Q5852183) (← links)
