Solving a linear multiperiod portfolio problem by interior-point methodology (Q4022782)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving a linear multiperiod portfolio problem by interior-point methodology |
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Solving a linear multiperiod portfolio problem by interior-point methodology (English)
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17 January 1993
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polynomial convergence
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linear multiperiod programming
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interior point algorithm
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algorithm of centers
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revised simplex optimizer
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