# 不允许卖空证券组合投资模型的原始–对偶多项式内点算法A Primal-Dual Polynomial Interior Point Method for Portfolio Investment without Short Sale

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Based on the optimal approach of Markowitz portfolio investment model, the algorithm of primal- dual polynomial interior point method to the above model was given. We applied this algorithm to solve an example of portfolio investment without short sale. Numerical implementation showed this method was practicable and effective.

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