Parallel interior-point solver for structured quadratic programs: Application to financial planning problems.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/anor/GondzioG07
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Parallel interior-point solver for structured quadratic programs: Application to financial planning problems.
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Structure exploitation; Stochastic programming; Portfolio optimization; Interior point methods
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Parallel interior-point solver for structured quadratic programs: Application to financial planning problems.
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