A Semidefinite Programming Heuristic for Quadratic Programming Problems with Complementarity Constraints. - Stephen Braun; John E. Mitchell 001 (Comput. Optim. Appl., 2005)

Rebalancing an investment portfolio in the presence of convex transaction costs, including market impact costs. - John E. Mitchell 001; Stephen Braun (Optim. Methods Softw., 2013)