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Andersen, Erling D.
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ECONIS (ZBW)
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1
A parallel interior-point algorithm for linear programming on a shared memory machine
Anderson, Erling D.
-
1998
Persistent link: https://www.econbiz.de/10000981665
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2
Utility based option pricing with proportional transaction costs and diversification problems : an interior point optimization approach
Andersen, Erling D.
;
Damgaard, Anders
-
1997
Persistent link: https://www.econbiz.de/10000960751
Saved in:
3
The APOS linear programming solver : an implementation of the homogeneous algorithm
Anderson, Erling D.
-
1997
Persistent link: https://www.econbiz.de/10000962976
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4
A parallel interior-point algorithm for linear programming on a shared memory machine
Andersen, Erling D.
;
Andersen, Knut D.
-
1997
Persistent link: https://www.econbiz.de/10000975776
Saved in:
5
On a homogeneous algorithm for a monotone complementarity problem with nonlinear equality constraints
Andersen, Erling D.
;
Ye, Yinyu
-
1996
Persistent link: https://www.econbiz.de/10000940616
Saved in:
6
A computational study of the homogeneous algorithm for large-scale convex optimization
Andersen, Erling D.
;
Ye, Yinyu
-
1996
Persistent link: https://www.econbiz.de/10000942901
Saved in:
7
On exploiting problem structure in a basis identifications procedure for linear programming
Andersen, Erling D.
-
1996
Persistent link: https://www.econbiz.de/10000942911
Saved in:
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