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"On the application of an Augmented Lagrangian algorithm to some portfolio ..."

Ernesto G. Birgin, José Mario Martínez (2016)

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DOI: 10.1007/S13675-015-0052-9

access: closed

type: Journal Article

metadata version: 2022-01-03

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Ernesto G. Birgin, José Mario Martínez:
On the application of an Augmented Lagrangian algorithm to some portfolio problems. EURO J. Comput. Optim. 4(1): 79-92 (2016)

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