Pages that link to "Item:Q2393069"

The following pages link to Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems (Q2393069):

Displaying 30 items.

• Approximated perspective relaxations: a project and lift approach (Q263157) (← links)
• Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
• Recent advances in mathematical programming with semi-continuous variables and cardinality constraint (Q384213) (← links)
• Quadratic optimization over a second-order cone with linear equality constraints (Q489094) (← links)
• Global optimization algorithm for mixed integer quadratically constrained quadratic program (Q515761) (← links)
• Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (Q742312) (← 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)
• Quadratic convex reformulation for nonconvex binary quadratically constrained quadratic programming via surrogate constraint (Q1753128) (← links)
• Alternating direction method of multipliers for truss topology optimization with limited number of nodes: a cardinality-constrained second-order cone programming approach (Q1787322) (← links)
• Time-consistent multiperiod mean semivariance portfolio selection with the real constraints (Q1983719) (← links)
• Fast algorithms for sparse portfolio selection considering industries and investment styles (Q2022191) (← links)
• Bounds on efficient outcomes for large-scale cardinality-constrained Markowitz problems (Q2046267) (← links)
• Uncertain mean-variance model for dynamic project portfolio selection problem with divisibility (Q2272422) (← links)
• Second order cone constrained convex relaxations for nonconvex quadratically constrained quadratic programming (Q2274889) (← links)
• An augmented Lagrangian proximal alternating method for sparse discrete optimization problems (Q2299205) (← links)
• Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection (Q2313749) (← links)
• Multiperiod mean absolute deviation uncertain portfolio selection with real constraints (Q2318272) (← links)
• Splitting augmented Lagrangian method for optimization problems with a cardinality constraint and semicontinuous variables (Q2829575) (← links)
• Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach (Q2940060) (← links)
• Perspective Reformulations of Semicontinuous Quadratically Constrained Quadratic Programs (Q4995063) (← links)
• Global optimization for sparse solution of least squares problems (Q5058393) (← links)
• An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems (Q5060779) (← links)
• A Scalable Algorithm for Sparse Portfolio Selection (Q5087719) (← links)
• Decompositions of Semidefinite Matrices and the Perspective Reformulation of Nonseparable Quadratic Programs (Q5108255) (← links)
• A Unified Approach to Mixed-Integer Optimization Problems With Logical Constraints (Q5158761) (← links)
• A penalty PALM method for sparse portfolio selection problems (Q5268895) (← links)
• Quadratic Convex Reformulations for Semicontinuous Quadratic Programming (Q5348460) (← links)
• Non-convex regularization and accelerated gradient algorithm for sparse portfolio selection (Q5882243) (← links)
• Sparse and risk diversification portfolio selection (Q6097487) (← links)