Solving non-linear portfolio optimization problems with the primal-dual interior point method
| Year of publication: |
2007
|
|---|---|
| Authors: | Gondzio, Jacek ; Grothey, Andreas |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 181.2007, 3, p. 1019-1029
|
| Publisher: |
Elsevier |