Murray Walter

Walter Murray

Information about the author Walter Murray will soon be added to the site.
Found 9 papers in total
A local relaxation method for the cardinality constrained portfolio optimization problem
A local relaxation method for the cardinality constrained portfolio optimization problem
2012
The NP ‐hard nature of cardinality constrained mean‐variance portfolio...
An algorithm for nonlinear optimization problems with binary variables
An algorithm for nonlinear optimization problems with binary variables
2010
One of the challenging optimization problems is determining the minimizer of a...
George B. Dantzig and systems optimization
George B. Dantzig and systems optimization
2008
We pay homage to George B. Dantzig by describing a less well-known part of his legacy...
A local relaxation approach for the siting of electrical substations
A local relaxation approach for the siting of electrical substations
2006
The siting and sizing of electrical substations on a rectangular electrical grid can...
A framework algorithm to compute optimal asset allocation for retirement with behavioral utilities
A framework algorithm to compute optimal asset allocation for retirement with behavioral utilities
2005
The question of optimal strategic asset allocation for investors with behavioural...
How to spend and invest retirement savings
How to spend and invest retirement savings
2003
The question of post-retirement optimal consumption and investment of retirement...
Sequential quadratic programming methods for large-scale problems
Sequential quadratic programming methods for large-scale problems
1997
Sequential quadratic programming (SQP) methods are the method of choice when solving...
Primal-dual methods for linear programming
Primal-dual methods for linear programming
1995
Many interior-point methods for linear programming are based on the properties of the...
A practical anti-cycling procedure for linearly constrained optimization
A practical anti-cycling procedure for linearly constrained optimization
1989
A procedure is described for preventing cycling in active-set mehods for linearly...
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