ON SENSITIVITY ANALYSIS IN CONVEX QUADRATIC-PROGRAMMING PROBLEMS

[1] BOOT JCG, 1963, ECONOMETRICA, V31

[2] BOOT JCG, 1961, MANAGEMENT SCI, V1, P85

[3] DANTZIG GB, 1961, OPERATIONS RES CTR

[4] THE CAPACITY METHOD OF QUADRATIC-PROGRAMMING [J]. ECONOMETRICA, 1960, 28 (01) : 62 - 87

[5] A QUADRATIC-PROGRAMMING APPROACH TO THE PROBLEM OF THE OPTIMAL USE OF MILK IN THE NETHERLANDS [J]. JOURNAL OF FARM ECONOMICS, 1963, 45 (02): : 309 - 317

[6] Markowitz H., 1971, PORTFOLIO SELECTION

[7] Shetty CM, 1959, J IND ENG, V10

[8] QUADRATIC-PROGRAMMING AS AN EXTENSION OF CLASSICAL QUADRATIC MAXIMIZATION [J]. MANAGEMENT SCIENCE, 1960, 7 (01) : 1 - 20

[9] Theil H., 1961, EC FORECASTS POLICY

[10] DIFFERENTIAL-CALCULUS IN NONLINEAR-PROGRAMMING [J]. OPERATIONS RESEARCH, 1962, 10 (06) : 764 - 773

[1] BOOT JCG, 1963, ECONOMETRICA, V31

[2] BOOT JCG, 1961, MANAGEMENT SCI, V1, P85

[3] DANTZIG GB, 1961, OPERATIONS RES CTR

[4] THE CAPACITY METHOD OF QUADRATIC-PROGRAMMING [J]. ECONOMETRICA, 1960, 28 (01) : 62 - 87

[5] A QUADRATIC-PROGRAMMING APPROACH TO THE PROBLEM OF THE OPTIMAL USE OF MILK IN THE NETHERLANDS [J]. JOURNAL OF FARM ECONOMICS, 1963, 45 (02): : 309 - 317

[6] Markowitz H., 1971, PORTFOLIO SELECTION

[7] Shetty CM, 1959, J IND ENG, V10

[8] QUADRATIC-PROGRAMMING AS AN EXTENSION OF CLASSICAL QUADRATIC MAXIMIZATION [J]. MANAGEMENT SCIENCE, 1960, 7 (01) : 1 - 20

[9] Theil H., 1961, EC FORECASTS POLICY

[10] DIFFERENTIAL-CALCULUS IN NONLINEAR-PROGRAMMING [J]. OPERATIONS RESEARCH, 1962, 10 (06) : 764 - 773