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Global optimization of a quadratic functional with quadratic equality constraints

โœ Scribed by J. R. Bar-on; K. A. Grasse


Publisher
Springer
Year
1994
Tongue
English
Weight
298 KB
Volume
82
Category
Article
ISSN
0022-3239

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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