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

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+Computational study of a family of mixed-integer quadratic programming problems
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+Heuristics for cardinality constrained portfolio optimization
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+A tree-search algorithm for mixed integer programming problems
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+Integer programming approaches in mean-risk models
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+An Automatic Method of Solving Discrete Programming Problems
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+Integrating SQP and branch-and-bound for mixed integer nonlinear programming
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+Large-Scale Portfolio Optimization
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+Lagrangian relaxation procedure for cardinality-constrained portfolio optimization
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