Sciweavers

CPAIOR
2007
Springer
14 years 5 months ago
Hybrid Local Search for Constrained Financial Portfolio Selection Problems
Portfolio selection is a relevant problem arising in finance and economics. While its basic formulations can be efficiently solved through linear or quadratic programming, its mor...
Luca Di Gaspero, Giacomo di Tollo, Andrea Roli, An...

Book
518views
15 years 10 months ago
Convex Optimization
Book web site includes links to a full course, software, and other material.
Stephen Boyd, Lieven Vandenberghe