Ahmadi-Javid, Amir; Fallah-Tafti, Malihe Portfolio optimization with entropic value-at-risk. (English) Zbl 1431.91349 Eur. J. Oper. Res. 279, No. 1, 225-241 (2019). MSC: 91G10 90C15 90C25 91G70 PDF BibTeX XML Cite \textit{A. Ahmadi-Javid} and \textit{M. Fallah-Tafti}, Eur. J. Oper. Res. 279, No. 1, 225--241 (2019; Zbl 1431.91349) Full Text: DOI
Shen, Chungen; Zhang, Lei-Hong; Liu, Wei A stabilized filter SQP algorithm for nonlinear programming. (English) Zbl 1353.90149 J. Glob. Optim. 65, No. 4, 677-708 (2016). MSC: 90C30 90C55 PDF BibTeX XML Cite \textit{C. Shen} et al., J. Glob. Optim. 65, No. 4, 677--708 (2016; Zbl 1353.90149) Full Text: DOI
Fischer, Andreas Comments on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it. (English) Zbl 1329.90136 Top 23, No. 1, 27-31 (2015). MSC: 90C30 90C33 65K05 PDF BibTeX XML Cite \textit{A. Fischer}, Top 23, No. 1, 27--31 (2015; Zbl 1329.90136) Full Text: DOI
Xue, Wenjuan; Shen, Chungen; Shao, Wenqiong Convergence analysis of a regularized interior point algorithm for the barrier problems with singular solutions. (English) Zbl 1279.65081 Linear Algebra Appl. 438, No. 12, 4654-4671 (2013). MSC: 65K05 90C55 PDF BibTeX XML Cite \textit{W. Xue} et al., Linear Algebra Appl. 438, No. 12, 4654--4671 (2013; Zbl 1279.65081) Full Text: DOI
Huang, Zhenghai; Sun, Defeng; Zhao, Gongyun A smoothing Newton-type algorithm of stronger convergence for the quadratically constrained convex quadratic programming. (English) Zbl 1151.90509 Comput. Optim. Appl. 35, No. 2, 199-237 (2006). MSC: 90C20 90C33 90C53 PDF BibTeX XML Cite \textit{Z. Huang} et al., Comput. Optim. Appl. 35, No. 2, 199--237 (2006; Zbl 1151.90509) Full Text: DOI
Yamashita, Hiroshi; Yabe, Hiroshi Quadratic convergence of a primal-dual interior point method for degenerate nonlinear optimization problems. (English) Zbl 1089.90060 Comput. Optim. Appl. 31, No. 2, 123-143 (2005). MSC: 90C51 90C30 PDF BibTeX XML Cite \textit{H. Yamashita} and \textit{H. Yabe}, Comput. Optim. Appl. 31, No. 2, 123--143 (2005; Zbl 1089.90060) Full Text: DOI
Grossman, Christian; Klatte, Diethard; Kummer, Bernd Convergence of primal-dual solutions for the nonconvex log-barrier method without LICQ. (English) Zbl 1249.90252 Kybernetika 40, No. 5, 571-584 (2004). MSC: 90C30 65K10 49K40 49M37 PDF BibTeX XML Cite \textit{C. Grossman} et al., Kybernetika 40, No. 5, 571--584 (2004; Zbl 1249.90252) Full Text: Link EuDML