Ragnar Frisch and interior-point methods

Olav Bjerkholt and Sjur Didrik Flåm

Published in Optimization Letters, October 2014


Bilde av Optimization Letters

The distinguished econometrician Ragnar Frisch (1895–1973) also played an important role in optimization theory. In fact, he was a pioneer of interior-point methods. This note reconsiders his contribution, relating it to history and modern developments.

Full text here


Published Oct. 21, 2014 12:54 PM - Last modified Apr. 7, 2015 11:07 AM