On the application of an augmented Lagrangian algorithm to some portfolio problems (2016)
- Authors:
- Autor USP: BIRGIN, ERNESTO JULIAN GOLDBERG - IME
- Unidade: IME
- DOI: 10.1007/s13675-015-0052-9
- Subjects: OTIMIZAÇÃO RESTRITA; COMPUTAÇÃO APLICADA
- Language: Inglês
- Imprenta:
- Source:
- Título: EURO Journal on Computational Optimization
- ISSN: 2192-4414
- Volume/Número/Paginação/Ano: v. 4, n. 1, p. 79-92, Feb. 2016
- Este periódico é de acesso aberto
- Este artigo NÃO é de acesso aberto
-
ABNT
BIRGIN, Ernesto Julian Goldberg e MARTINEZ, José Mario. On the application of an augmented Lagrangian algorithm to some portfolio problems. EURO Journal on Computational Optimization, v. 4, n. 1, p. 79-92, 2016Tradução . . Disponível em: https://doi.org/10.1007/s13675-015-0052-9. Acesso em: 13 fev. 2026. -
APA
Birgin, E. J. G., & Martinez, J. M. (2016). On the application of an augmented Lagrangian algorithm to some portfolio problems. EURO Journal on Computational Optimization, 4( 1), 79-92. doi:10.1007/s13675-015-0052-9 -
NLM
Birgin EJG, Martinez JM. On the application of an augmented Lagrangian algorithm to some portfolio problems [Internet]. EURO Journal on Computational Optimization. 2016 ; 4( 1): 79-92.[citado 2026 fev. 13 ] Available from: https://doi.org/10.1007/s13675-015-0052-9 -
Vancouver
Birgin EJG, Martinez JM. On the application of an augmented Lagrangian algorithm to some portfolio problems [Internet]. EURO Journal on Computational Optimization. 2016 ; 4( 1): 79-92.[citado 2026 fev. 13 ] Available from: https://doi.org/10.1007/s13675-015-0052-9 - An augmented Lagrangian method with finite termination
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Informações sobre o DOI: 10.1007/s13675-015-0052-9 (Fonte: oaDOI API)
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