Conditioning theory of the equality constrained quadratic programming and its applications (Q5858718)
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scientific article; zbMATH DE number 7333218
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| English | Conditioning theory of the equality constrained quadratic programming and its applications |
scientific article; zbMATH DE number 7333218 |
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Conditioning theory of the equality constrained quadratic programming and its applications (English)
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14 April 2021
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equality constrained quadratic programming
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first-order perturbation bound
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condition number
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covariance matrix estimator
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portfolio selection
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0.7512606978416443
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0.7305929660797119
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0.7262512445449829
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