Solving nonlinear portfolio optimization problems with the primal-dual interior point method (Q877584)
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scientific article; zbMATH DE number 5148792
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| English | Solving nonlinear portfolio optimization problems with the primal-dual interior point method |
scientific article; zbMATH DE number 5148792 |
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Solving nonlinear portfolio optimization problems with the primal-dual interior point method (English)
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3 May 2007
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portfolio optimization
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nonlinear programming
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interior point method
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parallel computing
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0.8233291506767273
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0.7739636301994324
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0.773716926574707
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0.772650420665741
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