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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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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