Standard bi-quadratic optimization problems and unconstrained polynomial reformulations
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References listed on IDEAS
- Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
- Immanuel Bomze & Luigi Grippo & Laura Palagi, 2012.
"Unconstrained formulation of standard quadratic optimization problems,"
TOP: An Official Journal of the Spanish Society of Statistics and Operations Research,
Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(1), pages 35-51, April.
- Immanuel M. Bomze & Luigi Grippo & Laura Palagi, 2010. "Unconstrained formulation of standard quadratic optimization problems," DIS Technical Reports 2010-12, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
More about this item
KeywordsPolynomial optimization; Standard simplex; Bi-quartic optimization; Optimality conditions; Penalty function;
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