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Improving the performance of MIQP solvers for quadratic programs with cardinality and minimum threshold constraints : a semidefinite program approach
Zheng, Xiaojin; Sun, Xiaoling; Li, Duan - In: INFORMS journal on computing : JOC 26 (2014) 4, pp. 690-703
Persistent link: https://www.econbiz.de/10010477276
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Portfolio optimization with nonparametric value at risk : a block coordinate descent method
Cui, Xueting; Sun, Xiaoling; Zhu, Shushang; Jiang, Rujun; … - In: INFORMS journal on computing : JOC 30 (2018) 3, pp. 454-471
Persistent link: https://www.econbiz.de/10011948064
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Complexity results and effective algorithms for worst-case linear optimization under uncertainties
Luo, Hezhi; Ding, Xiaodong; Peng, Jiming; Jiang, Rujun; … - In: INFORMS journal on computing : JOC 33 (2021) 1, pp. 180-197
Persistent link: https://www.econbiz.de/10012496371