scientific article; zbMATH DE number 1059215

zbMath0886.90148MaRDI QIDQ4353528

Erling D. Andersen, Yinyu Ye

Publication date: 10 September 1997

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

interior-point algorithmnonlinear equality constraintsmonotone complementarity problem

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (1)

Utility based option pricing with proportional transaction costs and diversification problems: An interior-point optimization approach

Uses Software

• PATH Solver

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