Duality for programs involving non-separable objective functions (Q3801362)
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scientific article; zbMATH DE number 4068636
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| English | Duality for programs involving non-separable objective functions |
scientific article; zbMATH DE number 4068636 |
Statements
Duality for programs involving non-separable objective functions (English)
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1988
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geometric mean portfolio model
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non-separable objective functions
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conjugate functions
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0.8158109784126282
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0.799083411693573
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0.7973954081535339
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