Pages that link to "Item:Q1814787"
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The following pages link to Computational study of a family of mixed-integer quadratic programming problems (Q1814787):
Displaying 50 items.
- Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
- Best subset selection via a modern optimization lens (Q282479) (← links)
- Multi-objective portfolio optimization considering the dependence structure of asset returns (Q319400) (← links)
- Constraint qualifications and optimality conditions for optimization problems with cardinality constraints (Q344949) (← links)
- The piecewise linear optimization polytope: new inequalities and intersection with semi-continuous constraints (Q378090) (← links)
- Recent advances in mathematical programming with semi-continuous variables and cardinality constraint (Q384213) (← links)
- An algebraic approach to integer portfolio problems (Q541725) (← links)
- A new local and global optimization method for mixed integer quadratic programming problems (Q606807) (← links)
- Computing equilibria of Cournot oligopoly models with mixed-integer quantities (Q684137) (← links)
- Continuity of the optimal value function and optimal solutions of parametric mixed-integer quadratic programs (Q716528) (← links)
- Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (Q742312) (← links)
- Integer-programming software systems (Q817202) (← links)
- Knapsack polytopes: a survey (Q827125) (← links)
- Algorithm for cardinality-constrained quadratic optimization (Q842777) (← links)
- On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem (Q853084) (← links)
- Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (Q894537) (← links)
- Cardinality constrained portfolio selection problem: a completely positive programming approach (Q898723) (← links)
- Portfolio optimization with an envelope-based multi-objective evolutionary algorithm (Q1042208) (← links)
- Simulated annealing for complex portfolio selection problems. (Q1406489) (← links)
- Models for representing piecewise linear cost functions (Q1433660) (← links)
- A linearization method for mixed 0--1 polynomial programs (Q1577382) (← links)
- Heuristics for cardinality constrained portfolio optimization (Q1582684) (← links)
- A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem (Q1615960) (← links)
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (Q1639718) (← links)
- Strong formulations for quadratic optimization with M-matrices and indicator variables (Q1650773) (← links)
- Minimizing the tracking error of cardinality constrained portfolios (Q1652503) (← links)
- Second-order optimality conditions and improved convergence results for regularization methods for cardinality-constrained optimization problems (Q1670095) (← links)
- Restricted Robinson constraint qualification and optimality for cardinality-constrained cone programming (Q1682972) (← links)
- Extended formulations in mixed integer conic quadratic programming (Q1688453) (← links)
- Sparse tangent portfolio selection via semi-definite relaxation (Q1694793) (← links)
- Quadratic cone cutting surfaces for quadratic programs with on-off constraints (Q1751215) (← links)
- Dynamic trading under integer constraints (Q1788825) (← links)
- A local relaxation method for the cardinality constrained portfolio optimization problem (Q1935581) (← links)
- Branch-and-cut for separable piecewise linear optimization and intersection with semi-continuous constraints (Q1947201) (← links)
- Time-consistent multiperiod mean semivariance portfolio selection with the real constraints (Q1983719) (← links)
- Convergent inexact penalty decomposition methods for cardinality-constrained problems (Q2031962) (← links)
- Sequential optimality conditions for cardinality-constrained optimization problems with applications (Q2044577) (← links)
- An augmented Lagrangian method for cardinality-constrained optimization problems (Q2046539) (← links)
- Constructing two-level \(Q_B\)-optimal screening designs using mixed-integer programming and heuristic algorithms (Q2104010) (← links)
- A disjunctive cut strengthening technique for convex MINLP (Q2129197) (← links)
- A combinatorial optimization approach to scenario filtering in portfolio selection (Q2146965) (← links)
- Subset selection for multiple linear regression via optimization (Q2182858) (← links)
- The complexity results of the sparse optimization problems and reverse convex optimization problems (Q2228394) (← links)
- Equally weighted cardinality constrained portfolio selection via factor models (Q2228417) (← links)
- Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) (← links)
- On the weak stationarity conditions for mathematical programs with cardinality constraints: a unified approach (Q2234331) (← links)
- Valid inequalities for quadratic optimisation with domain constraints (Q2234747) (← links)
- Semi-continuous network flow problems (Q2248765) (← links)
- Solving \(\ell_0\)-penalized problems with simple constraints via the Frank-Wolfe reduced dimension method (Q2257078) (← links)
- Optimal portfolio selection for the small investor considering risk and transaction costs (Q2267384) (← links)
