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Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming

Mathematical ProgrammingNumerical AnalysisConic OptimizationParametric Quadratic ProgrammingEngineeringConvex OptimizationSemidefinite ProgrammingComputer ScienceLinear ProgrammingCombinatorial OptimizationApproximation TheoryQuadratic ProgrammingOperations Research