Solving a mixed-integer multiobjective bond portfolio model involving logical conditions

DOI10.1023/A:1018933929995MaRDI QIDQ1265910zbMATH OpenOpenAlexFDO

Authors R. L. V. Pinto, Berç Rustem

Publication date 26 September 1999

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1018933929995

zbMATH Keywords

bond portfolio problemlogic-based modelling languagemulticriteria optimization

Mathematics Subject Classification ID

Mixed integer programming (90C11) Multi-objective and goal programming (90C29) Applications of mathematical programming (90C90)

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Cited in

(2)

• True Interest Cost in Municipal Bond Bidding: An Integer Programming Approach
• Approximate and exact merging of knapsack constraints with cover inequalities

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