Michael J. Best - researchr alias

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Viewing Publication 1 - 17 from 17

2011

Degeneracy Resolution for Bilinear Utility FunctionsMichael J. Best, Xili Zhang. jota, 150(3):615-634, 2011. [doi]

2008

Quadratic programming with transaction costsMichael J. Best, Jaroslava Hlouskova. cor, 35(1):18-33, 2008. [doi]

2005

An Algorithm for Portfolio Optimization with Transaction CostsMichael J. Best, Jaroslava Hlouskova. mansci, 51(11):1676-1688, 2005. [doi]

2003

Portfolio Selection and Transactions CostsMichael J. Best, Jaroslava Hlouskova. coap, 24(1):95-116, 2003. [doi]

2000

Minimizing Separable Convex Functions Subject to Simple Chain ConstraintsMichael J. Best, Nilotpal Chakravarti, Vasant A. Ubhaya. siamjo, 10(3):658-672, 2000. [doi]

The efficient frontier for bounded assetsMichael J. Best, Jaroslava Hlouskova. mmor, 52(2):195-212, 2000. [doi]

A Decomposition Method for Global and Local Quadratic MinimizationMichael J. Best, B. Ding. jgo, 16(2):133-151, 2000. [doi]

1997

Global and Local Quadratic MinimizationMichael J. Best, B. Ding. jgo, 10(1):77-90, 1997. [doi]

1990

Active Set Algorithms for Isotonic Regression; A Unifying FrameworkMichael J. Best, Nilotpal Chakravarti. mp, 47:425-439, 1990.

1988

A quadratic programming algorithmMichael J. Best, Klaus Ritter 0002. mmor, 32(5):271-297, 1988. [doi]

1985

Linear Programming: Active Set Analysis and Computer ProgramsMichael J. Best, Klaus Ritter. Prentice-Hall, 1985.

1984

Equivalence of some quadratic programming algorithmsMichael J. Best. mp, 30(1):71-87, 1984. [doi]

1983

A method to increase the computational efficiency of certain quadratic programming algorithmsMichael J. Best, Richard J. Caron. mp, 25(3):354-358, 1983. [doi]

1981

A globally and quadratically convergent algorithm for general nonlinear programming problemsMichael J. Best, Jürgen Bräuninger, Klaus Ritter, Stephen M. Robinson. computing, 26(2):141-153, 1981. [doi]

1978

A quasi-Newton method can be obtained from a method of conjugate directionsMichael J. Best. mp, 15(1):189-199, 1978. [doi]

1975

An Accelerated Conjugate Direction Method to Solve Linearly Constrained Minimization ProblemsMichael J. Best, Klaus Ritter. jcss, 11(3):295-322, 1975.

A method to accelerate the rate of convergence of a class of optimization algorithmsMichael J. Best. mp, 9(1):139-160, 1975. [doi]

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