On the application of an augmented Lagrangian algorithm to some portfolio problems (2016)
Source: EURO Journal on Computational Optimization. Unidade: IME
Subjects: OTIMIZAÇÃO RESTRITA, COMPUTAÇÃO APLICADA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
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: 15 jun. 2025.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/s13675-015-0052-9NLM
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 2025 jun. 15 ] Available from: https://doi.org/10.1007/s13675-015-0052-9Vancouver
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 2025 jun. 15 ] Available from: https://doi.org/10.1007/s13675-015-0052-9