scientific article; zbMATH DE number 5056705

MaRDI QIDQ5488958zbMATH OpenFDO

Authors Rei Yamamoto, Hiroshi Konno

Publication date 25 September 2006

zbMATH Keywords

linearization

Mathematics Subject Classification ID

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

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(4)

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• Feature subset selection for logistic regression via mixed integer optimization
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• Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs

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