Quadratic Programming as an Extension of Classical Quadratic Maximization
From MaRDI portal
Publication:2769009
DOI10.1287/mnsc.7.1.1zbMath0995.90604MaRDI QIDQ2769009
Henri Theil, Cornelis van de Panne
Publication date: 22 October 2002
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.7.1.1
90C20: Quadratic programming
Related Items
Un algoritmo para el problema de selection de la cartera con criterio de utilidadR—ε, Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I), A numerically stable dual method for solving strictly convex quadratic programs, A numerically efficient procedure for the Theil-Van de Panne quadratic programming method, Some problems on the definition of fuzzy preference relations, An algorithm for cubic spline fitting with convexity constraints, A survey on the continuous nonlinear resource allocation problem, A fast quadratic programming method for solving ill-conditioned systems of equations, Assessing local influence in restricted regression models, On the application of deterministic and stochastic programming methods to problems of economics;Mathematische Programmierung und ihre Anwendung auf die Wirtschaft