This is a preview. Log in through your library . Abstract Model equivalences may sometimes be used to replace 'realistic' but unwieldy initial formulations with simpler counterparts. This can involve ...
The NLP procedure (NonLinear Programming) offers a set of optimization techniques for minimizing or maximizing a continuous nonlinear function f(x) of n decision variables, x = (x 1, ... ,x n) T with ...
The author presents a rapidly convergent algorithm to solve the general portfolio problem of maximizing concave utility functions subject to linear constraints. The algorithm is based on an iterative ...
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