A new algorithm for quadratic integer programming problems with cardinality constraint
From MaRDI portal
Recommendations
- Algorithm for cardinality-constrained quadratic optimization
- A new branch and bound algorithm for integer quadratic programming problems
- New bounds on the unconstrained quadratic integer programming problem
- A new algorithm for solving the general quadratic programming problem
- scientific article; zbMATH DE number 4037611
- A new algorithm for quadratic programming
- scientific article; zbMATH DE number 4172744
- A polynomial case of the cardinality-constrained quadratic optimization problem
- A new algorithm for concave quadratic programming
- A new branch and bound method for integer quadratic programming problems
Cites work
- A new exact algorithm for concave knapsack problems with integer variables
- Algorithm for cardinality-constrained quadratic optimization
- An exact solution approach for portfolio optimization problems under stochastic and integer constraints
- Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints
- Constraint qualifications and optimality conditions for optimization problems with cardinality constraints
- Continuous-time mean-variance portfolio selection: a stochastic LQ framework
- Convergent Lagrangian and Contour Cut Method for Nonlinear Integer Programming with a Quadratic Objective Function
- Heuristic algorithms for the portfolio selection problem with minimum transaction lots
- scientific article; zbMATH DE number 417962 (Why is no real title available?)
- scientific article; zbMATH DE number 3578640 (Why is no real title available?)
- Improving the performance of MIQP solvers for quadratic programs with cardinality and minimum threshold constraints: a semidefinite program approach
- Investment-Consumption Models with Transaction Fees and Markov-Chain Parameters
- Lagrangian relaxation procedure for cardinality-constrained portfolio optimization
- Optimal cardinality constrained portfolio selection
- Optimal dynamic portfolio selection: multiperiod mean-variance formulation
- OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION
Cited in
(4)- The cardinality constrained inverse center location problems on tree networks with edge length augmentation
- Distributed primal outer approximation algorithm for sparse convex programming with separable structures
- Efficient local and tabu search strategies for large-scale general quadratic integer programming
- Algorithm for cardinality-constrained quadratic optimization
This page was built for publication: A new algorithm for quadratic integer programming problems with cardinality constraint
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2174794)
