Michael J. Best

According to our database, Michael J. Best authored at least 17 papers between 1975 and 2011.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of five.

2011

Degeneracy Resolution for Bilinear Utility Functions.

Michael J. Best, Xili Zhang

J. Optim. Theory Appl., 2011

2008

Quadratic programming with transaction costs.

Michael J. Best, Jaroslava Hlouskova

Comput. Oper. Res., 2008

2005

An Algorithm for Portfolio Optimization with Transaction Costs.

Michael J. Best, Jaroslava Hlouskova

Manag. Sci., 2005

2003

Portfolio Selection and Transactions Costs.

Michael J. Best, Jaroslava Hlouskova

Comput. Optim. Appl., 2003

2000

Minimizing Separable Convex Functions Subject to Simple Chain Constraints.

Michael J. Best, Nilotpal Chakravarti, Vasant A. Ubhaya

SIAM J. Optim., 2000

The efficient frontier for bounded assets.

Michael J. Best, Jaroslava Hlouskova

Math. Methods Oper. Res., 2000

A Decomposition Method for Global and Local Quadratic Minimization.

Michael J. Best, Baoyan Ding

J. Glob. Optim., 2000

1997

Global and Local Quadratic Minimization.

Michael J. Best, Baoyan Ding

J. Glob. Optim., 1997

1990

Active Set Algorithms for Isotonic Regression; A Unifying Framework.

Michael J. Best, Nilotpal Chakravarti

Math. Program., 1990

1988

A quadratic programming algorithm.

Michael J. Best, Klaus Ritter

ZOR Methods Model. Oper. Res., 1988

1985

Linear Programming: Active Set Analysis and Computer Programs.

Michael J. Best, Klaus Ritter

Prentice-Hall, ISBN: 0-13-536996-7, 1985

1984

Equivalence of some quadratic programming algorithms.

Michael J. Best

Math. Program., 1984

1983

A method to increase the computational efficiency of certain quadratic programming algorithms.

Michael J. Best, Richard J. Caron

Math. Program., 1983

1981

A globally and quadratically convergent algorithm for general nonlinear programming problems.

Michael J. Best, Jürgen Bräuninger, Klaus Ritter, Stephen M. Robinson

Computing, 1981

1978

A quasi-Newton method can be obtained from a method of conjugate directions.

Michael J. Best

Math. Program., 1978

1975

A method to accelerate the rate of convergence of a class of optimization algorithms.

Michael J. Best

Math. Program., 1975

An Accelerated Conjugate Direction Method to Solve Linearly Constrained Minimization Problems.

Michael J. Best, Klaus Ritter

J. Comput. Syst. Sci., 1975