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The optimization of a quadratic function subject to linear constraints

1956538 citationsJournal Article

Authors

Harry M. Markowitz · International Paper (United States)

Topics & Keywords

Advanced Optimization Algorithms Research

Publication Details

Published in: Naval Research Logistics Quarterly

Volume 3, Issue 1-2, pp. 111-133

DOI: 10.1002/nav.3800030110

Field-Weighted Citation Impact: 6.21

The optimization of a quadratic function subject to linear constraints | Researchclopedia