General complementary pivot algorithm of quadratic programming and application in securities investment

Συγγραφείς: Song, Wei

Θεματικοί όροι: irrelative asset, convex quadratic programming, general complementary pivot algorithm, Quadratic programming, Extreme-point and pivoting methods, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming), combination investment

Περιγραφή αρχείου: application/xml

Σύνδεσμος πρόσβασης: https://zbmath.org/1607380