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EURO journal on computational optimization
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On the application of an Augmented Lagrangian algorithm to some portfolio problems
Birgin, Ernesto Julian Goldberg
;
Martínez Carrión, …
- In:
EURO journal on computational optimization
4
(
2016
)
1
,
pp. 79-92
Persistent link: https://www.econbiz.de/10011492600
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Learning to steer nonlinear interior-point methods
Kuhlmann, Renke
- In:
EURO journal on computational optimization
7
(
2019
)
4
,
pp. 381-419
Persistent link: https://www.econbiz.de/10012314127
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