Pages that link to "Item:Q1814787"
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The following pages link to Computational study of a family of mixed-integer quadratic programming problems (Q1814787):
Displaying 50 items.
- Heuristic algorithms for the cardinality constrained efficient frontier (Q2275807) (← links)
- Simplex QP-based methods for minimizing a conic quadratic objective over polyhedra (Q2281450) (← links)
- An augmented Lagrangian proximal alternating method for sparse discrete optimization problems (Q2299205) (← links)
- Characterizations of mixed binary convex quadratic representable sets (Q2316624) (← links)
- On cutting planes for cardinality-constrained linear programs (Q2330656) (← links)
- Linear vs. quadratic portfolio selection models with hard real-world constraints (Q2355713) (← links)
- A Steiner arborescence model for the feeder reconfiguration in electric distribution networks (Q2387239) (← links)
- Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems (Q2393069) (← links)
- A polynomial case of the cardinality-constrained quadratic optimization problem (Q2393087) (← links)
- A cardinality constrained stochastic goal programming model with satisfaction functions for venture capital investment decision making (Q2393343) (← links)
- A new method for mean-variance portfolio optimization with cardinality constraints (Q2393351) (← links)
- A multiplicative weights update algorithm for MINLP (Q2397756) (← links)
- An iterative method for solving a bi-objective constrained portfolio optimization problem (Q2419517) (← links)
- Lifted polymatroid inequalities for mean-risk optimization with indicator variables (Q2423781) (← links)
- Structural properties of affine sparsity constraints (Q2425165) (← links)
- A polyhedral study of the semi-continuous knapsack problem (Q2434996) (← links)
- A distributed computation algorithm for solving portfolio problems with integer variables (Q2462177) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- Perspective reformulations of mixed integer nonlinear programs with indicator variables (Q2638370) (← links)
- SDP diagonalizations and perspective cuts for a class of nonseparable MIQP (Q2643791) (← links)
- Tighter quadratically constrained convex reformulations for semi-continuous quadratic programming (Q2666655) (← links)
- A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances (Q2669799) (← links)
- The equivalence of optimal perspective formulation and Shor's SDP for quadratic programs with indicator variables (Q2670502) (← links)
- Incorporating environmental and social considerations into the portfolio optimization process (Q2675736) (← links)
- A strong sequential optimality condition for cardinality-constrained optimization problems (Q2700003) (← links)
- A Feasible Active Set Method with Reoptimization for Convex Quadratic Mixed-Integer Programming (Q2817838) (← links)
- Splitting augmented Lagrangian method for optimization problems with a cardinality constraint and semicontinuous variables (Q2829575) (← links)
- Exact Solution Methods for the k-Item Quadratic Knapsack Problem (Q2835673) (← links)
- Algorithms and Software for Convex Mixed Integer Nonlinear Programs (Q2897292) (← links)
- Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach (Q2940060) (← links)
- On a Reformulation of Mathematical Programs with Cardinality Constraints (Q2942449) (← links)
- Large-Scale Loan Portfolio Selection (Q2957455) (← links)
- Perspective Relaxation of Mixed Integer Nonlinear Programs with Indicator Variables (Q3503836) (← links)
- A branch-and-bound algorithm for discrete multi-factor portfolio optimization model (Q3538479) (← links)
- Perspective Reformulations of Semicontinuous Quadratically Constrained Quadratic Programs (Q4995063) (← links)
- Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization (Q5010043) (← links)
- Global optimization for sparse solution of least squares problems (Q5058393) (← links)
- A penalty decomposition approach for multi-objective cardinality-constrained optimization problems (Q5058409) (← links)
- An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems (Q5060779) (← links)
- Solving Portfolio Optimization Problems Using MOEA/D and Lévy Flight (Q5066669) (← links)
- Mixed-Integer Convex Nonlinear Optimization with Gradient-Boosted Trees Embedded (Q5085481) (← links)
- A Nonconvex Optimization Approach to IMRT Planning with Dose–Volume Constraints (Q5087711) (← links)
- A Scalable Algorithm for Sparse Portfolio Selection (Q5087719) (← links)
- Using ℓ1-Relaxation and Integer Programming to Obtain Dual Bounds for Sparse PCA (Q5095184) (← links)
- A Combinatorial Approach for Small and Strong Formulations of Disjunctive Constraints (Q5108220) (← links)
- Scalable Algorithms for the Sparse Ridge Regression (Q5148400) (← links)
- A Unified Approach to Mixed-Integer Optimization Problems With Logical Constraints (Q5158761) (← links)
- The Trimmed Lasso: Sparse Recovery Guarantees and Practical Optimization by the Generalized Soft-Min Penalty (Q5162621) (← links)
- A simple effective heuristic for embedded mixed-integer quadratic programming (Q5207801) (← links)
- A penalty PALM method for sparse portfolio selection problems (Q5268895) (← links)
