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On the solution of some (parametric) linear complementarity problems with applications to portfolio selection, structural engineering and actuarial graduation.
Jong-Shi Pang
Ikuyo Kaneko
Wayne P. Hallman
Published in:
Math. Program. (1979)
Keyphrases
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linear complementarity problem
portfolio selection
structural engineering
sufficient conditions
robust optimization
optimal solution
variational inequalities
semidefinite
interior point
linear programming
integer programming
linear program