Nonlinear programming with cumulatively bounded variables

DOI10.1016/0377-0427(79)90001-3MaRDI QIDQ1143757zbMATH OpenOpenAlexFDO

Authors Lazaros P. Mavrides

Publication date 1979

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-0427(79)90001-3

zbMATH Keywords

convergenceLagrange multipliersfeasible direction methodKuhn- Tucker-pointmanagement of the bond portfolio of a bank

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Operations research and management science (90B99)

Cites work

• scientific article; zbMATH DE number 3302906 (Why is no real title available?)
• scientific article; zbMATH DE number 3366711 (Why is no real title available?)
• An Implementable F-W Algorithm Applied To A Banking Problem
• Convergence Conditions for Nonlinear Programming Algorithms
• Optimization under nonnegativity constraints

Cited in

(2)

• A separable integer programming problem equivalent to its continual version
• An efficient algorithm for the Lagrangean dual of nonlinear knapsack problems with additional nested constraints

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