The following pages link to Michael J. Best (Q650204):
Displaying 30 items.
- Degeneracy resolution for bilinear utility functions (Q650206) (← links)
- Active set algorithms for isotonic regression; a unifying framework (Q752010) (← links)
- (Q790707) (redirect page) (← links)
- The simplex method and unrestricted variables (Q790709) (← links)
- A globally and quadratically convergent algorithm for general nonlinear programming problems (Q1151728) (← links)
- An accelerated conjugate direction method to solve linearly constrained minimization problems (Q1235063) (← links)
- The projection method of optimization applied to engineering plasticity problems (Q1250796) (← links)
- An \(O(n^ 2)\) active set method for solving a certain parametric quadratic program (Q1321144) (← links)
- The efficient frontier for bounded assets (Q1397684) (← links)
- Portfolio selection and transactions costs (Q1868392) (← links)
- Quadratic programming with transaction costs (Q2384580) (← links)
- An algorithm for portfolio optimization with variable transaction costs. II: Computational analysis (Q2483030) (← links)
- An algorithm for portfolio optimization with variable transaction costs. I: Theory (Q2483032) (← links)
- Quadratic Programming with Computer Programs (Q2830109) (← links)
- An Algorithm for Portfolio Optimization with Transaction Costs (Q3115937) (← links)
- Equivalence of some quadratic programming algorithms (Q3343781) (← links)
- Sensitivity Analysis for Mean-Variance Portfolio Problems (Q3354893) (← links)
- (Q3694971) (← links)
- (Q3914772) (← links)
- (Q3926174) (← links)
- A method to increase the computational efficiency of certain quadratic programming algorithms (Q3959745) (← links)
- (Q4117606) (← links)
- (Q4120315) (← links)
- A Class of Accelerated Conjugate Direction Methods for Linearly Constrained Minimization Problems (Q4122708) (← links)
- A method to accelerate the rate of convergence of a class of optimization algorithms (Q4123091) (← links)
- (Q4127901) (← links)
- A quasi-Newton method can be obtained from a method of conjugate directions (Q4168396) (← links)
- (Q4215365) (← links)
- Minimizing Separable Convex Functions Subject to Simple Chain Constraints (Q4509731) (← links)
- (Q5305332) (← links)
