DOI10.1016/j.disopt.2016.04.008zbMath1387.90174MaRDI QIDQ1751215
Xianqiang Yang
Publication date: 24 May 2018 Published in: Discrete Optimization (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1016/j.disopt.2016.04.008
zbMATH Keywords
portfolio optimization; quadratic integer programming; second-order cone relaxations
Mathematics Subject Classification ID
90C10: Integer programming
90C20: Quadratic programming