EA

ED Andersen

7 records found

The use of low-rank updates in interior-point methods

On implementing a primal-dual interior-point method for conic quadratic optimization

Notes on duality in second order and p-order cone optimization

A homogenized cutting plane method to solve the convex feasibility problem

On primal and dual infeasibility certificates in a homogeneous model for convex optimization
Journal article (2000) - ED Andersen (author)

Utility based option pricing with proportional transaction costs and diversification problems: an interior-point optimization approach

Exploiting parallel hardware in solving optimization problems