Algorithm for cardinality-constrained quadratic optimization (Q842777)

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scientific article; zbMATH DE number 5607548
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    Algorithm for cardinality-constrained quadratic optimization
    scientific article; zbMATH DE number 5607548

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      Algorithm for cardinality-constrained quadratic optimization (English)
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      25 September 2009
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      mixed-integer quadratic programming
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      branch-and-bound
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      Lemke's method
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      subset selection
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      portfolio selection
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