JSTOR Daily

Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization

SIAM Journal on Numerical Analysis, Vol. 22, No. 5 (Oct., 1985), pp. 821-850 (30 pages) We consider the problem of minimizing a smooth function of n variables subject to m smooth equality constraints.
Purdue University

In Print: ‘An Introduction to Optimization: With Applications to Machine Learning’

Purdue faculty dedicate countless hours to exploring the frontiers of their respective fields, pushing the boundaries of knowledge and contributing to the ever-evolving landscape of academia. To ...
JSTOR Daily

Convex Duality in Constrained Mean-Variance Portfolio Optimization

This is a preview. Log in through your library . Abstract We apply conjugate duality to establish the existence of optimal portfolios in an assetallocation problem, with the goal of minimizing the ...
The Economist

There is more to high house prices than constrained supply

TO GET HOUSE prices down, increase supply. The logic seems unarguable. Britain’s house prices have inflated hugely in recent decades: by 161% in real terms since 1996. Barriers to construction, such ...
Purdue University

In Print: ‘An Introduction to Optimization: With Applications to Machine Learning, 5th Edition’

Purdue faculty dedicate countless hours to exploring the frontiers of their respective fields, pushing the boundaries of knowledge and contributing to the ever-evolving landscape of academia. To ...