A local relaxation method for the cardinality constrained portfolio optimization problem (Q1935581): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 3 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: ElemStatLearn / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: CPLEX / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s10589-012-9471-1 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2099030886 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computational study of a family of mixed-integer quadratic programming problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heuristics for cardinality constrained portfolio optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: A tree-search algorithm for mixed integer programming problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3962432 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integer programming approaches in mean-risk models / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Automatic Method of Solving Discrete Programming Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integrating SQP and branch-and-bound for mixed integer nonlinear programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4001511 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5393832 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large-Scale Portfolio Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lagrangian relaxation procedure for cardinality-constrained portfolio optimization / rank
 
Normal rank

Latest revision as of 04:31, 6 July 2024

scientific article
Language Label Description Also known as
English
A local relaxation method for the cardinality constrained portfolio optimization problem
scientific article

    Statements

    A local relaxation method for the cardinality constrained portfolio optimization problem (English)
    0 references
    0 references
    0 references
    18 February 2013
    0 references
    portfolio optimization
    0 references
    local relaxation method
    0 references
    nonlinear programming
    0 references
    cardinality constrained optimization
    0 references

    Identifiers