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Optimal portfolio choice with benchmarks
Bernard, Carole, (2019)
A simple algorithm for solving Ramsey optimal policy with exogenous forcing variables
Chatelain, Jean-Bernard, (2017)
Computing integral solutions of complementarity problems
Laan, Gerard van der, (2004)
The CoMirror algorithm for solving nonsmooth constrained convex problems
Beck, Amir, (2010)
A sequential parametric convex approximation method with applications to nonconvex truss topology design problems
Remarks on strict efficiency in scalar and vector optimization