The limitations of nonlinear optimization
is not due to non-linearity, but rather is
due to non-convexity.
- R. Horst, P. Pardalos, N. Thoai. Introduction to Global
Optimization. Kluwer, 1995.
- N. Karmarkar. A new polynomial-time algorithm for linear
programming. Combinatorica 4: 373–395, 1984.
- Y. Nesterov and A. Nemirovskii. Interior-Point
Polynomial Algorithms in Convex Programming. SIAM,
1994.
6. R. Fernholz. The Application of Stochastic Portfolio
Theory to Equity Management. INTECH research report,
2003.
