scientific article; zbMATH DE number 5056705

zbMATH Open1142.90022MaRDI QIDQ5488958FDOQ5488958

Hiroshi Konno, Rei Yamamoto

Publication date: 25 September 2006

Title of this publication is not available (Why is that?)

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zbMATH Keywords

linearization

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Nonconvex programming, global optimization (90C26) Mixed integer programming (90C11)

Cited In (4)

• A portfolio optimization model with nonconvex costs
• Feature subset selection for logistic regression via mixed integer optimization
• Mean-variance portfolio optimal problem under concave transaction cost
• Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs

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