参考文献
[1] George B. Dantzig, Mukund N.Thapa, Linear Programming 1:Introduction, Springer, 1997
[4] H.P.ウイリアムス,数理計画モデルの作成法,産業図書,1995
[5] Fisher,R.A., The Use of Multiple Measurements in Taxonomic Problems. Annals of Eugenics, 7, 179-188, 1936
[6] Frank J.Fabozzi, Petter N.Kolm, Dessislava A. Pachamanova, Sergio M. Focardi, Robust Portfolio Optimization and Management, John Wiley & Sons, Inc., 2007
[7] Christoph Helmberg, Semidefinite Programming for Combinatorial Optimization, Konrad-Zuse-Zentrum fur Informationstechnik Berlin, January 2000
[8] 柳井春夫・竹内啓,射影行列 一般逆行列 特異値分解,東京大学出版会
[9] 枇々木規雄・田辺隆人,ポートフォリオ最適化と数理計画法,朝倉書店
上に戻る