Mathematical Programming · 1996 · 425 citations · 9 references
Natural SciencesComputer ScienceMathematicsAlgorithmsDiscrete MathematicsOptimizationCombinatorial OptimizationDiscrete OptimizationMathematical ProgrammingNonlinear ProgrammingOptimization TheoryQuadratic ProgrammingMixed-integer ProgrammingMixed-integer Quadratic ProgrammingQuadratic Integer ProgrammingQuadratic Programming DualityQuadratic Programming Relaxations
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Linear and nonlinear programming.
Mathematics and Computers in Simulation · 1986 · 4.9K citations
Large-Scale Portfolio Optimization
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