APPLICATION OF CONVEX PROGRAMMING IN OPTIMIZATION OF FINANCIAL INVESTMENT PORTFOLIO

Authors

  • Lê Thanh Sơn Author

Keywords

Abstract

Convex programming has numerous important applications across various scientific fields. In this paper, we utilize the Zoutendijk method to solve the financial investment portfolio optimization problem. The Zoutendijk method, named after the scholar who proposed it in 1960, is one of the most widely used techniques for solving convex programming problems

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Published

2026-10-01

Issue

Section

Science & Technology

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