Portfolio approaches for constraint optimization problems
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Publication:276552
DOI10.1007/S10472-015-9459-5zbMATH Open1335.90077OpenAlexW2197099328WikidataQ62043667 ScholiaQ62043667MaRDI QIDQ276552FDOQ276552
Maurizio Gabbrielli, Jacopo Mauro, Roberto Amadini
Publication date: 4 May 2016
Published in: Annals of Mathematics and Artificial Intelligence (Search for Journal in Brave)
Full work available at URL: https://hal.inria.fr/hal-01227939/file/amai_2014.pdf
machine learningcombinatorial optimizationartificial intelligenceconstraint programmingalgorithm portfolio
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- Portfolio approaches for constraint optimization problems
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Cited In (10)
- Wombit: a portfolio bit-vector solver using word-level propagation
- Portfolio approaches for constraint optimization problems
- Mixed Tabu machine for portfolio optimization problem
- Progress towards the Holy Grail
- Why CP Portfolio Solvers Are (under)Utilized? Issues and Challenges
- Advances in Artificial Intelligence
- Cardinality constrained portfolio selection problem: a completely positive programming approach
- Solving portfolio optimization problems with structured products
- Portfolio construction as linearly constrained separable optimization
- Linear and mixed integer programming for portfolio optimization
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