Title of article
Solving non-linear portfolio optimization problems with the primal-dual interior point method
Author/Authors
Jacek Gondzio، نويسنده , , Andreas Grothey، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
11
From page
1019
To page
1029
Keywords
Parallel computing , Portfolio optimization , nonlinear programming , Interior point method
Journal title
European Journal of Operational Research
Serial Year
2007
Journal title
European Journal of Operational Research
Record number
216942
Link To Document