Ragnar Frisch and interior-point methods

Olav Bjerkholt and Sjur Didrik Flåm

Published in Optimization Letters, October 2014

 

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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.

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