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Application of the clipping procedure to the binary minimization of a quadratic functional

โœ Scribed by B. V. Kryzhanovskii; V. M. Kryzhanovskii; A. L. Mikaelyan


Book ID
111454345
Publisher
SP MAIK Nauka/Interperiodica
Year
2007
Tongue
English
Weight
208 KB
Volume
75
Category
Article
ISSN
1064-5624

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Minimization of the root of a quadratic
โœ Zinoviy Landsman ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 188 KB

We present a way of solving the problem of minimizing the root of quadratic functional subject to an affine constraint. We give an explicit formula for computing the solutions of such a problem. This is of interest for solving significant problems of financial economics as well as some classes of fe