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A column generation approach for the split delivery vehicle routing problem
Jin, Mingzhou; Liu, Kai; Eksioglu, Burak - In: Operations research letters 36 (2008) 2, pp. 265-270
Persistent link: https://www.econbiz.de/10003773721
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Improved estimation of duality gap in binary quadratic programming using a weighted distance measure
Xia, Yong; Sheu, Ruey-lin; Sun, Xiaoling; Li, Duan - In: European journal of operational research : EJOR 218 (2012) 2, pp. 351-357
Persistent link: https://www.econbiz.de/10009505414
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New reformulations for probabilistically constrained quadratic programs
Hsia, Yong; Wu, Baiyi; Li, Duan - In: European journal of operational research : EJOR 233 (2014) 3, pp. 550-556
Persistent link: https://www.econbiz.de/10010228240
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Nonlinear portfolio selection using approximate parametric Value-at-RiskOriginal
Cui, Xueting; Zhu, Shushang; Sun, Xiaoling; Li, Duan - In: Journal of banking & finance 37 (2013) 6, pp. 2124-2139
Persistent link: https://www.econbiz.de/10009742471
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Optimal muli-period mean-variance policy under no-shorting constraint
Cui, Xiangyu; Gao, Jianjun; Li, Xun; Li, Duan - In: European journal of operational research : EJOR 234 (2014) 2, pp. 459-468
Persistent link: https://www.econbiz.de/10010356724
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Test problem generator for unconstrained global optimization
Ng, Chi-kong; Li, Duan - In: Computers & operations research : and their … 51 (2014), pp. 338-349
Persistent link: https://www.econbiz.de/10010408839
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Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs
Zheng, Xiaojin; Sun, Xiaoling; Li, Duan; Cui, Xueting - In: European journal of operational research : EJOR 221 (2012) 1, pp. 38-48
Persistent link: https://www.econbiz.de/10009553172
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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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Optimal lot solution to cardinality constrained mean-variance formulation for portfolio selction
Li, Duan; Sun, Xiaoling; Jun, Wang - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 83-101
Persistent link: https://www.econbiz.de/10003336788
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Convergent Lagrangian and domain cut method for nonlinear knapsack problems
Li, Duan; Sun, X. L.; Wang, J.; McKinnon, K. I. M. - In: Computational optimization and applications : an … 42 (2009) 1, pp. 67-104
Persistent link: https://www.econbiz.de/10003810118