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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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Feasibility problems with complementarity constraints
Andreani, R.; Júdice, J. J.; Martínez, J. M.; … - In: European journal of operational research : EJOR 249 (2016) 1, pp. 41-54
Persistent link: https://www.econbiz.de/10011434863
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On the solution of linearly constrained optimization problems by means of barrier algorithms
Birgin, Ernesto Julian Goldberg; Gardenghi, J. L.2; … - In: Top : an official journal of the Spanish Society of … 29 (2021) 2, pp. 417-441
Persistent link: https://www.econbiz.de/10012583728
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Comments on: Algorithms for linear programming with linear complementary constraints
Martínez, José M. - In: Top : an official journal of the Spanish Society of … 20 (2012) 1, pp. 30-32
Persistent link: https://www.econbiz.de/10009534192