Computational study of a family of mixed-integer quadratic programming problems
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Cites work
- scientific article; zbMATH DE number 3912096 (Why is no real title available?)
- scientific article; zbMATH DE number 3744430 (Why is no real title available?)
- scientific article; zbMATH DE number 193411 (Why is no real title available?)
- A FAST ALGORITHM FOR SOLVING LARGE SCALE MEAN-VARIANCE MODELS BY COMPACT FACTORIZATION OF COVARIANCE MATRICES
- A lift-and-project cutting plane algorithm for mixed 0-1 programs
- Computational experience with parallel mixed integer programming in a distributed environment
- Intersection Cuts—A New Type of Cutting Planes for Integer Programming
- Large-Scale Portfolio Optimization
- Mixed 0-1 Programming by Lift-and-Project in a Branch-and-Cut Framework
- Parallel Branch-and-Bound Algorithms for General Mixed Integer Programming on the CM-5
- Symmetric indefinite systems for interior point methods
Cited in
(only showing first 100 items - show all)- Subset selection for multiple linear regression via optimization
- Supermodularity and valid inequalities for quadratic optimization with indicators
- Algorithms and Software for Convex Mixed Integer Nonlinear Programs
- Simulated annealing for complex portfolio selection problems.
- A computational study on QP problems with general linear constraints
- Best subset selection via a modern optimization lens
- Models for representing piecewise linear cost functions
- A new method for mean-variance portfolio optimization with cardinality constraints
- Restricted Robinson constraint qualification and optimality for cardinality-constrained cone programming
- Heuristics for cardinality constrained portfolio optimization
- The greedy simplex algorithm for double sparsity constrained optimization problems
- Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach
- Quadratic convex reformulations for semicontinuous quadratic programming
- Optimal portfolio selection for the small investor considering risk and transaction costs
- On cutting planes for cardinality-constrained linear programs
- Perspective Relaxation of Mixed Integer Nonlinear Programs with Indicator Variables
- Cardinality-Constrained Multi-objective Optimization: Novel Optimality Conditions and Algorithms
- A polyhedral study of the semi-continuous knapsack problem
- Strong formulations for quadratic optimization with M-matrices and indicator variables
- Linear vs. quadratic portfolio selection models with hard real-world constraints
- A combinatorial optimization approach to scenario filtering in portfolio selection
- Solving Portfolio Optimization Problems Using MOEA/D and Lévy Flight
- Distributed primal outer approximation algorithm for sparse convex programming with separable structures
- A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem
- The piecewise linear optimization polytope: new inequalities and intersection with semi-continuous constraints
- Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization
- Twenty years of linear programming based portfolio optimization
- Large-Scale Loan Portfolio Selection
- A strong sequential optimality condition for cardinality-constrained optimization problems
- Extended formulations in mixed integer conic quadratic programming
- A Scalable Algorithm for Sparse Portfolio Selection
- Exact solution methods for the \(k\)-item quadratic knapsack problem
- Splitting augmented Lagrangian method for optimization problems with a cardinality constraint and semicontinuous variables
- An iterative method for solving a bi-objective constrained portfolio optimization problem
- Tighter quadratically constrained convex reformulations for semi-continuous quadratic programming
- On the convex hull of convex quadratic optimization problems with indicators
- On a Reformulation of Mathematical Programs with Cardinality Constraints
- Characterizations of mixed binary convex quadratic representable sets
- A penalty decomposition approach for multi-objective cardinality-constrained optimization problems
- Mathematical programs with cardinality constraints: reformulation by complementarity-type conditions and a regularization method
- Improved algorithm for mixed-integer quadratic programs and a computational study
- Semi-continuous network flow problems
- Time-consistent multiperiod mean semivariance portfolio selection with the real constraints
- Sparse optimization via vector \(k\)-norm and DC programming with an application to feature selection for support vector machines
- Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices
- Computing equilibria of Cournot oligopoly models with mixed-integer quantities
- A penalty PALM method for sparse portfolio selection problems
- Constructing two-level \(Q_B\)-optimal screening designs using mixed-integer programming and heuristic algorithms
- Simplex QP-based methods for minimizing a conic quadratic objective over polyhedra
- A note on solving quadratic programs using mixed-integer programming
- Improving the performance of MIQP solvers for quadratic programs with cardinality and minimum threshold constraints: a semidefinite program approach
- Valid inequalities for quadratic optimisation with domain constraints
- On the number of pivots of Dantzig's simplex methods for linear and convex quadratic programs
- Portfolio management with higher moments: the cardinality impact
- A Steiner arborescence model for the feeder reconfiguration in electric distribution networks
- A cardinality constrained stochastic goal programming model with satisfaction functions for venture capital investment decision making
- Penalty method for the sparse portfolio optimization problem
- Dynamic trading under integer constraints
- Equally weighted cardinality constrained portfolio selection via factor models
- The complexity results of the sparse optimization problems and reverse convex optimization problems
- Knapsack polytopes: a survey
- A unifying framework for sparsity-constrained optimization
- Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints
- Using \(\ell_1\)-relaxation and integer programming to obtain dual bounds for sparse PCA
- Box-constrained quadratic programs with fixed charge variables
- The trimmed Lasso: sparse recovery guarantees and practical optimization by the generalized soft-min penalty
- On the weak stationarity conditions for mathematical programs with cardinality constraints: a unified approach
- A unified approach to mixed-integer optimization problems with logical constraints
- A short note on super-hedging an arbitrary number of European options with integer-valued strategies
- Recent advances in mathematical programming with semi-continuous variables and cardinality constraint
- Branch-and-cut for separable piecewise linear optimization and intersection with semi-continuous constraints
- Cardinality minimization, constraints, and regularization: a survey
- Dual formulation of the sparsity constrained optimization problem: application to classification
- Techniques for accelerating branch-and-bound algorithms dedicated to sparse optimization
- Continuity of the optimal value function and optimal solutions of parametric mixed-integer quadratic programs
- Scalable algorithms for the sparse ridge regression
- Relaxed method for optimization problems with cardinality constraints
- A Fuzzy Goal Programming Model for Venture Capital Investment Decision Making
- Integer-programming software systems
- A simple effective heuristic for embedded mixed-integer quadratic programming
- Global optimization for sparse solution of least squares problems
- Perspective Reformulations of Semicontinuous Quadratically Constrained Quadratic Programs
- Algorithm for cardinality-constrained quadratic optimization
- A new local and global optimization method for mixed integer quadratic programming problems
- A linearization method for mixed 0--1 polynomial programs
- An integer programming algorithm for constructing maximin distance designs from good lattice point sets
- Sequential M-stationarity conditions for general optimization problems
- \(2 \times 2\)-convexifications for convex quadratic optimization with indicator variables
- Second-order optimality conditions and improved convergence results for regularization methods for cardinality-constrained optimization problems
- A multiplicative weights update algorithm for MINLP
- A graph-based decomposition method for convex quadratic optimization with indicators
- Constraint qualifications and optimality conditions for optimization problems with cardinality constraints
- Tight SDP relaxations for cardinality-constrained problems
- Minimizing the tracking error of cardinality constrained portfolios
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization
- A feasible active set method with reoptimization for convex quadratic mixed-integer programming
- Outlier detection in time series via mixed-integer conic quadratic optimization
- Convergent inexact penalty decomposition methods for cardinality-constrained problems
- An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems
- A combinatorial approach for small and strong formulations of disjunctive constraints
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