An interior-point method for a class of saddle-point problems

DOI10.1023/A:1023065319772zbMath1044.90091MaRDI QIDQ1411479

Reha H. Tütüncü, Bjarni V. Halldórsson

Publication date: 29 October 2003

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

quadratic programmingsemidefinite programmingInterior-point methodsportfolio optimizationrobust optimizationsaddle-point problems

Mathematics Subject Classification ID

Semidefinite programming (90C22) Minimax problems in mathematical programming (90C47) Quadratic programming (90C20) Interior-point methods (90C51)

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Cites Work

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• Unnamed Item