Bi-Level Strategies in Semi-Infinite Programming pp 171-185 | Cite as
Computational Results
Chapter
Abstract
For the following numerical illustrations we implemented the main method from Section 5.2 in Matlab 5.3 and used the routine fmincon from its Optimization Toolbox 2.0 to replace the “black box” in step 3 of the method. All examples were run on a 800 MHz Linux PC.
Keywords
Optimal Portfolio Order Optimality Condition Ellipsoidal Uncertainty Optimal Error Bound Concave Quadratic Function
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© Springer Science+Business Media New York 2003