Ragnar Frisch and interior-point methods

Olav Bjerkholt

Springer

Springer

Published in:

Optimization Letters 2015 9 (6) pp. 1053-1061.

DOI: 10.1007/s11590-014-0807-x

Abstract:

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.

 

 

 

Published Dec. 10, 2015 1:34 PM - Last modified Dec. 16, 2015 2:57 PM