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

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Revision as of 17:12, 6 July 2024

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Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems
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    Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems (English)
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    7 August 2013
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    portfolio selection
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    cardinality constraint
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    mixed 0-1 QCQP reformulation
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    second-order cone program
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    semidefinite program
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