Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems (Q2393069): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: CPLEX / rank | |||
Normal rank | |||
Revision as of 21:20, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems |
scientific article |
Statements
Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems (English)
0 references
7 August 2013
0 references
portfolio selection
0 references
cardinality constraint
0 references
mixed 0-1 QCQP reformulation
0 references
second-order cone program
0 references
semidefinite program
0 references
