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.
CITATION STYLE
Bjerkholt, O., & Flåm, S. D. (2015). Ragnar Frisch and interior-point methods. Optimization Letters, 9(6), 1053–1061. https://doi.org/10.1007/s11590-014-0807-x
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