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by luculus
July 12th, 2004, 12:47 am
Forum: Technical Forum
Topic: Initial Starting Point for Non-Linear Optimization
Replies: 7
Views: 184679

Initial Starting Point for Non-Linear Optimization

<t>How nonlinear is the constraint? Did you try non-feasible interior point methods? For these ones you don't need a feasible starting point. If the nonlinear constraint is quadratic or involves norms/distances then you might be able to formulate your problem in a 'Conic Programming' form and solve ...
by luculus
March 27th, 2002, 11:23 pm
Forum: Careers Forum
Topic: Math Programming
Replies: 2
Views: 190187

Math Programming


Hi J,

I guess a good starting book would be "Introduction to Stochastic Programming" by J. Birge and F. Louveaux published by Springer.
by luculus
March 27th, 2002, 12:32 pm
Forum: Careers Forum
Topic: Math Programming
Replies: 2
Views: 190187

Math Programming


Hi all,

I am a PhD student in Operations Research (Linear, Semidefinite and Stochastic Programming). I am curious to know if there are any financial institutions (especially from NYC) interested in people with such a background.

Thanks