Birgin, E.G. https://orcid.org/0000-0002-7466-7663
Martínez, J.M.
Funding for this research was provided by:
FAPESP (2010/10133-0, 2013/03447-6, 2013/05475-7, and 2013/07375-0)
CNPq/FAPERJ (PRONEX-CNPq/FAPERJ E-26/111.449/2010-APQ1)
CNPq (309517/2014-1 and 303750/2014-6)
This article is maintained by: Elsevier
Article Title: On the application of an augmented Lagrangian algorithm to some portfolio problems
Journal Title: EURO Journal on Computational Optimization
CrossRef DOI link to publisher maintained version: https://doi.org/10.1007/s13675-015-0052-9
Content Type: article
Copyright: Copyright © 2016 The author(s). Published by Elsevier B.V. on behalf of Association of European Operational Research Societies (EURO). Published by Elsevier Ltd All rights reserved.