Michael J. Best

Publication Activity (10 Years)

Years Active: 1975-2011
Publications (10 Years): 0

Publications

Michael J. Best, Xili Zhang
Degeneracy Resolution for Bilinear Utility Functions. J. Optim. Theory Appl. 150 (3) (2011)
Michael J. Best, Jaroslava Hlouskova
Quadratic programming with transaction costs. Comput. Oper. Res. 35 (1) (2008)
Michael J. Best, Jaroslava Hlouskova
An Algorithm for Portfolio Optimization with Transaction Costs. Manag. Sci. 51 (11) (2005)
Michael J. Best, Jaroslava Hlouskova
Portfolio Selection and Transactions Costs. Comput. Optim. Appl. 24 (1) (2003)
Michael J. Best, Nilotpal Chakravarti, Vasant A. Ubhaya
Minimizing Separable Convex Functions Subject to Simple Chain Constraints. SIAM J. Optim. 10 (3) (2000)
Michael J. Best, Jaroslava Hlouskova
The efficient frontier for bounded assets. Math. Methods Oper. Res. 52 (2) (2000)
Michael J. Best, Baoyan Ding
A Decomposition Method for Global and Local Quadratic Minimization. J. Glob. Optim. 16 (2) (2000)
Michael J. Best, Baoyan Ding
Global and Local Quadratic Minimization. J. Glob. Optim. 10 (1) (1997)
Michael J. Best, Nilotpal Chakravarti
Active Set Algorithms for Isotonic Regression; A Unifying Framework. Math. Program. 47 (1990)
Michael J. Best, Klaus Ritter
A quadratic programming algorithm. ZOR Methods Model. Oper. Res. 32 (5) (1988)
Michael J. Best
Equivalence of some quadratic programming algorithms. Math. Program. 30 (1) (1984)
Michael J. Best, Richard J. Caron
A method to increase the computational efficiency of certain quadratic programming algorithms. Math. Program. 25 (3) (1983)
Michael J. Best, Jürgen Bräuninger, Klaus Ritter, Stephen M. Robinson
A globally and quadratically convergent algorithm for general nonlinear programming problems. Computing 26 (2) (1981)
Michael J. Best
A quasi-Newton method can be obtained from a method of conjugate directions. Math. Program. 15 (1) (1978)
Michael J. Best
A method to accelerate the rate of convergence of a class of optimization algorithms. Math. Program. 9 (1) (1975)
Michael J. Best, Klaus Ritter
An Accelerated Conjugate Direction Method to Solve Linearly Constrained Minimization Problems. J. Comput. Syst. Sci. 11 (3) (1975)