Computation of capacity via quadratic programming
نویسندگان
چکیده
منابع مشابه
Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming
Despite the volume of research conducted on efficient frontiers, in many cases it is still not the easiest thing to compute a mean-variance (MV) efficient frontier even when all constraints are linear. This is ∗Corresponding author [email protected]
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ژورنال
عنوان ژورنال: Journal de Mathématiques Pures et Appliquées
سال: 2010
ISSN: 0021-7824
DOI: 10.1016/j.matpur.2010.03.004