An appreciation of Professor David G. Luenberger
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Publication:1586791
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Cites work
- A combined penalty function and gradient projection method for nonlinear programming
- A preference foundation for log mean-variance criteria in portfolio choice problems
- An approach to nonlinear programming
- Analysis of the Asymptotic Behavior of Optimal Control Trajectories: The Implicit Programming Problem
- Benefit functions and duality
- Convergente rate of a penalty-function scheme
- Dynamic equations in descriptor form
- Efficiently Converging Minimization Methods Based on the Reduced Gradient
- Generic controllability theorems for descriptor systems
- New optimality principles for economic efficiency and equilibrium
- Products of trees for investment analysis
- Quasi-Convex Programming
- Self-Scaling Variable Metric (SSVM) Algorithms
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