An analysis of reduced Hessian methods for constrained optimization

1990 ◽  
Vol 49 (1-3) ◽  
pp. 285-323 ◽  
Author(s):  
Richard H. Byrd ◽  
Jorge Nocedal
Keyword(s):  
Constrained Optimization ◽  
Reduced Hessian

scholarly journals A Reduced Hessian Method for Large-Scale Constrained Optimization

1995 ◽  
Vol 5 (2) ◽  
pp. 314-347 ◽  
Author(s):  
Lorenz T. Biegler ◽  
Jorge Nocedal ◽  
Claudia Schmid
Keyword(s):  
Constrained Optimization ◽  
Large Scale ◽  
Reduced Hessian ◽  
Hessian Method

Constrained Optimization for Portfolio Construction

CFA Digest ◽  
2012 ◽  
Vol 42 (3) ◽  
pp. 148-150
Author(s):  
Gregory G. Gocek
Keyword(s):  
Constrained Optimization ◽  
Portfolio Construction
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