Algorithm for cardinality-constrained quadratic optimization
| Year of publication: |
2009
|
|---|---|
| Authors: | Bertsimas, Dimitris ; Shioda, Romy |
| Published in: |
Computational Optimization and Applications. - Springer. - Vol. 43.2009, 1, p. 1-22
|
| Publisher: |
Springer |
| Subject: | Mixed-integer quadratic programming | Branch-and-bound | Lemke’s method | Subset selection | Portfolio selection |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10004999520