Improving the Approximated Projected Perspective Reformulation by dual information
Year of publication: |
September 2017
|
---|---|
Authors: | Frangioni, Antonio ; Furini, Fabio ; Gentile, Claudio |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 45.2017, 5, p. 519-524
|
Subject: | Mixed-Integer Non-Linear Problems | Semi-continuous variables | Perspective reformulation | Projection | Lagrangian relaxation | Portfolio optimization | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Projektmanagement | Project management |
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