A new algorithm for quadratic integer programming problems with cardinality constraint

DOI10.1007/S13160-019-00403-0MaRDI QIDQ2174794zbMATH OpenOpenAlexFDO

Authors Fenlan Wang, Liyuan Cao

Publication date 27 April 2020

Published in Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s13160-019-00403-0

zbMATH Keywords

quadratic integer programmingcardinality constraintdomain cutoptimality gap

Mathematics Subject Classification ID

Quadratic programming (90C20) Nonlinear programming (90C30) Integer programming (90C10)

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Cites work

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• Heuristic algorithms for the portfolio selection problem with minimum transaction lots
• 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 LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION
• Optimal cardinality constrained portfolio selection
• Optimal dynamic portfolio selection: multiperiod mean-variance formulation

Cited in

(3)

• Distributed primal outer approximation algorithm for sparse convex programming with separable structures
• The cardinality constrained inverse center location problems on tree networks with edge length augmentation
• Algorithm for cardinality-constrained quadratic optimization

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