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On solving a non-convex quadratic programming problem involving resistance distances in graphs

Dubey, Dipti; Neogy, S. K. - In: Recent advances in game theory, optimization theory and …, (pp. 643-651). 2020

Persistent link: https://www.econbiz.de/10012239154

Robust quadratic programming with mixed-integer uncertainty

Mittal, Areesh; Gokalp, Can; Hanasusanto, Grani A. - In: INFORMS journal on computing : JOC 32 (2020) 2, pp. 201-218

Persistent link: https://www.econbiz.de/10012242663

Piecewise linear function fitting via mixed-integer linear programming

Rebennack, Steffen; Krasko, Vitaliy - In: INFORMS journal on computing : JOC 32 (2020) 2, pp. 507-530

Persistent link: https://www.econbiz.de/10012242802

A note on solving multi-objective integer indefinite quadratic fractional programs

Kushwah, Prerna; Sharma, Vikas - 2020

Persistent link: https://www.econbiz.de/10012243044

Portfolio choice based on third-degree stochastic dominance, with an application to industry momentum

Post, Thierry; Kopa, Miloš - 2015

We develop and implement a portfolio optimization method for building investment portfolios that dominate a given benchmark index in terms of third-degree stochastic dominance. Our approach relies on the properties of the semi-variance function, a refinement of an existing 'super-convex'...

Persistent link: https://www.econbiz.de/10011696295