Minimization of the ratio of functions defined as sums of the absolute values
DOI10.1007/S10957-007-9284-ZzbMATH Open1146.90076OpenAlexW1993106786MaRDI QIDQ2483046FDOQ2483046
Authors: Yanyan Li 
Publication date: 5 May 2008
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-007-9284-z
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0-1 integer programmingGlobal optimizationPortfolio optimizationBranch and bound algorithmsFractional programming problems
Fractional programming (90C32) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Nonconvex programming, global optimization (90C26) Boolean programming (90C09)
Cites Work
- Programming with linear fractional functionals
- On Nonlinear Fractional Programming
- Title not available (Why is that?)
- MAXIMIZING PREDICTABILITY IN THE STOCK AND BOND MARKETS
- Maximization of the ratio of two convex quadratic functions over a polytope
- An efficient algorithm for solving convex-convex quadratic fractional programs
- Optimization on low rank nonconvex structures
- Decomposition branch and bound method for globally solving linearly constrained indefinite quadratic minimization problems
Cited In (13)
- A maximal predictability portfolio using dynamic factor selection strategy
- Construction of a portfolio with shorter downside tail and longer upside tail
- Minimizing the sum of many rational functions
- Convex optimization approaches to maximally predictable portfolio selection
- On fractional programming problems with absolute-value functions
- Duality-based branch-bound computational algorithm for sum-of-linear-fractional multi-objective optimization problem
- A solution approach for cardinality minimization problem based on fractional programming
- An approximate approach for fractional programming with absolute-value functions
- Fractional programming with absolute-value functions
- A MAXIMAL PREDICTABILITY PORTFOLIO SUBJECT TO A TURNOVER CONSTRAINT
- Title not available (Why is that?)
- A maximal predictability portfolio using absolute deviation reformulation
- First-order algorithms for a class of fractional optimization problems
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