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The optimization of a quadratic function subject to linear constraints

1956; Wiley; Volume: 3; Issue: 1-2 Linguagem: Inglês

10.1002/nav.3800030110

1931-9193

Harry M. Markowitz,

Advanced Optimization Algorithms Research

Naval Research Logistics QuarterlyVolume 3, Issue 1-2 p. 111-133 Article The optimization of a quadratic function subject to linear constraints Harry Markowitz, Harry Markowitz The writer has particularly benefited from discussions with Kenneth Arrow on the subject matter of this paper. The author discusses a computational technique applicable to the determination of the set of "efficient points" for quadratic programming problems.Search for more papers by this author Harry Markowitz, Harry Markowitz The writer has particularly benefited from discussions with Kenneth Arrow on the subject matter of this paper. The author discusses a computational technique applicable to the determination of the set of "efficient points" for quadratic programming problems.Search for more papers by this author First published: March ‐ June 1956 https://doi.org/10.1002/nav.3800030110Citations: 278 The writer has particularly benefited from discussions with Kenneth Arrow on the subject matter of this paper. The author discusses a computational technique applicable to the determination of the set of "efficient points" for quadratic programming problems. AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinked InRedditWechat Citing Literature Volume3, Issue1-2March ‐ June 1956Pages 111-133 RelatedInformation