Simulated annealing for complex portfolio selection problems. (Q1406489): Difference between revisions

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-Michaël Schyns
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+Yves Cramer
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+Michaël Schyns
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+Computational study of a family of mixed-integer quadratic programming problems
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+Thermodynamical approach to the travelling salesman problem: An efficient simulation algorithm
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+Heuristics for cardinality constrained portfolio optimization
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+Global optimization and simulated annealing
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+OR Practice—Large-Scale Nonlinear Network Models and Their Application
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+Optimization by Simulated Annealing: An Experimental Evaluation; Part I, Graph Partitioning
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+Optimization by Simulated Annealing
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+Random walks in a convex body and an improved volume algorithm
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+Metaheuristics: A bibliography
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+Large-Scale Portfolio Optimization
@@ Property / cites work: Large-Scale Portfolio Optimization / rank @@
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+Q4031974
@@ Property / cites work: Q4031974 / rank @@
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+An interior point algorithm for large scale portfolio optimization
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+The Simplex Method for Quadratic Programming
@@ Property / cites work: The Simplex Method for Quadratic Programming / rank @@
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+Improving hit-and-run for global optimization
@@ Property / cites work: Improving hit-and-run for global optimization / rank @@
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+Publication:1406489