GE Asset Management, Genworth Financial, and GE Insurance Use a Sequential-Linear-Programming Algorithm to Optimize Portfolios. - Kete Charles Chalermkraivuth; Srinivas Bollapragada; Michael C. Clark; John Deaton; Lynn Kiaer; John P. Murdzek; Walter Neeves; Bernhard J. Scholz; David Toledano (Interfaces, 2005)