Library
search
Press enter to search in title/abstract
in title/abstract
in authors
local_library
Repository
EA
ED Andersen
View Pure Profile
Authored
7 records found
On implementing a primal-dual interior-point method for conic quadratic optimization
Journal article -
ED Andersen
,
C. Roos
,
T Terlaky
Notes on duality in second order and p-order cone optimization
Journal article -
ED Andersen
,
C. Roos
,
T Terlaky
The use of low-rank updates in interior-point methods
Book chapter -
ED Andersen
,
C. Roos
,
T Terlaky
,
T Trafalis
,
JP Warners
Exploiting parallel hardware in solving optimization problems
Journal article -
ED Andersen
,
K Andersen
On primal and dual infeasibility certificates in a homogeneous model for convex optimization
Journal article -
ED Andersen
A homogenized cutting plane method to solve the convex feasibility problem
Book chapter -
ED Andersen
,
JE Mitchell
,
C. Roos
,
T Terlaky
Utility based option pricing with proportional transaction costs and diversification problems: an interior-point optimization approach
Journal article -
ED Andersen
,
A Damgaard