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May 24, 2013

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Subject / Keyword: Linearly equality constrained non-linear optimization

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Title: A Newton’s Method for Benchmarking Time Series according to a Growth Rates Preservation Principle
Author/Editor: Di Fonzo, Tommaso ; Marini, Marco
Series: Working Paper No. 11/179
Published: July 1, 2011
Subject(s): Time series
Author's keyword(s): Benchmarking | Movement preservation | Linearly equality constrained non-linear optimization | Newton’s method.

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