An analysis of a mean-variance enhanced index tracking problem with weights constraints

by Wanderlei Lima de Paulo, Marta Ines Velazco Fontova, Renato Canil de Souza
Published 2018-11-01

Heuristics for implementation of a hybrid preconditioner for interior-point methods

by Marta Ines Velazco Fontova, Aurelio Ribeiro Leite de Oliveira, Frederico F. Campos
Published 2011-12-01