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Minimization of multiextremal functions under nonconvex constraints

โœ Scribed by R. G. Strongin; D. L. Markin


Publisher
Springer US
Year
1987
Tongue
English
Weight
623 KB
Volume
22
Category
Article
ISSN
1573-8337

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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