Michael J. Best

17 papers Journal 16
YearRankTypeTitle / Venue / Authors
2011 J jnl
Degeneracy Resolution for Bilinear Utility Functions.
J. Optim. Theory Appl.
Michael J. Best, Xili Zhang
2008 J jnl
Quadratic programming with transaction costs.
Comput. Oper. Res.
Michael J. Best, Jaroslava Hlouskova
2005 J jnl
An Algorithm for Portfolio Optimization with Transaction Costs.
Manag. Sci.
Michael J. Best, Jaroslava Hlouskova
2003 J jnl
Portfolio Selection and Transactions Costs.
Comput. Optim. Appl.
Michael J. Best, Jaroslava Hlouskova
2000 J jnl
A Decomposition Method for Global and Local Quadratic Minimization.
J. Glob. Optim.
Michael J. Best, Baoyan Ding
2000 J jnl
Minimizing Separable Convex Functions Subject to Simple Chain Constraints.
SIAM J. Optim.
Michael J. Best, Nilotpal Chakravarti, Vasant A. Ubhaya
2000 J jnl
The efficient frontier for bounded assets.
Math. Methods Oper. Res.
Michael J. Best, Jaroslava Hlouskova
1997 J jnl
Global and Local Quadratic Minimization.
J. Glob. Optim.
Michael J. Best, Baoyan Ding
1990 J jnl
Active Set Algorithms for Isotonic Regression; A Unifying Framework.
Math. Program.
Michael J. Best, Nilotpal Chakravarti
1988 J jnl
A quadratic programming algorithm.
ZOR Methods Model. Oper. Res.
Michael J. Best, Klaus Ritter
1985 — book
Linear Programming: Active Set Analysis and Computer Programs.
Michael J. Best, Klaus Ritter
1984 J jnl
Equivalence of some quadratic programming algorithms.
Math. Program.
Michael J. Best
1983 J jnl
A method to increase the computational efficiency of certain quadratic programming algorithms.
Math. Program.
Michael J. Best, Richard J. Caron
1981 J jnl
A globally and quadratically convergent algorithm for general nonlinear programming problems.
Computing
Michael J. Best, Jürgen Bräuninger, Klaus Ritter, Stephen M. Robinson
1978 J jnl
A quasi-Newton method can be obtained from a method of conjugate directions.
Math. Program.
Michael J. Best
1975 J jnl
A method to accelerate the rate of convergence of a class of optimization algorithms.
Math. Program.
Michael J. Best
1975 J jnl
An Accelerated Conjugate Direction Method to Solve Linearly Constrained Minimization Problems.
J. Comput. Syst. Sci.
Michael J. Best, Klaus Ritter