Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems (Q2393069): Difference between revisions

@@ Property / DOI @@
-.1007/s10898-012-9842-2
@@ Property / DOI: 10.1007/s10898-012-9842-2 / rank @@
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@@ Property / author @@
-Xiao Jin Zheng
@@ Property / author: Xiao Jin Zheng / rank @@
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@@ Property / author @@
-Shu-Shang Zhu
@@ Property / author: Shu-Shang Zhu / rank @@
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@@ Property / author @@
+Xiao Jin Zheng
@@ Property / author: Xiao Jin Zheng / rank @@
+Normal rank
@@ Property / author @@
+Shu-Shang Zhu
@@ Property / author: Shu-Shang Zhu / rank @@
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@@ Property / describes a project that uses @@
+CPLEX
@@ Property / describes a project that uses: CPLEX / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10898-012-9842-2
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@@ Property / OpenAlex ID @@
+W2036699147
@@ Property / OpenAlex ID: W2036699147 / rank @@
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@@ Property / cites work @@
+Lectures on Modern Convex Optimization
@@ Property / cites work: Lectures on Modern Convex Optimization / rank @@
+Normal rank
@@ Property / cites work @@
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+Lagrangian relaxation procedure for cardinality-constrained portfolio optimization
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@@ Property / DOI @@
+.1007/S10898-012-9842-2
@@ Property / DOI: 10.1007/S10898-012-9842-2 / rank @@
+Normal rank