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Portfolio selection : a technical note
Martins, Ana Paula - 2012
This note develops the solutions of the static portfolio optimization problem in explicit matrix form. Three cases are contemplated and connected, with the derivation of relevant corner solutions: the unconstrained problem in the presence of risky assets only, the constrained one, and the...
Persistent link: https://www.econbiz.de/10011526683
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Crash start of interior point methods
Gondzio, Jacek - In: European journal of operational research : EJOR 255 (2016) 1, pp. 308-314
Persistent link: https://www.econbiz.de/10011530872
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Design of risk weights
Glasserman, Paul; Kang, Wanmo - In: Operations research 62 (2014) 6, pp. 1204-1220
Persistent link: https://www.econbiz.de/10010471872
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Discrete Convex Analysis and tâtonnement for economies with indivisilities
Drexl, Moritz - In: Five essays in economic theory, (pp. 63-85). 2014
Persistent link: https://www.econbiz.de/10010500927
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Integrating tabu search and VLSN search to develop enhanced algorithms : a case study using bipartite boolean quadratic programs
Glover, Fred; Tao, Ye; Punnen, Abraham P.; … - In: European journal of operational research : EJOR 241 (2015) 3, pp. 697-707
Persistent link: https://www.econbiz.de/10010487581
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Using SVM to combine global heuristics for the Standard Quadratic Problem
Dellepiane, Umberto; Palagi, Laura - In: European journal of operational research : EJOR 241 (2015) 3, pp. 596-605
Persistent link: https://www.econbiz.de/10010487598
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New results in semidefinite bounds for l 1-constrained nonconvex quadratic optimization
Xia, Yong - In: RAIRO / Operations research 47 (2013) 3, pp. 285-297
Persistent link: https://www.econbiz.de/10010492809
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Complexity bounds for primal-dual methods minimizing the model of objective function
Nesterov, Jurij Evgenʹevič - 2015
Persistent link: https://www.econbiz.de/10010484024
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Algorithm of price adjustment for market equilibrium
Nesterov, Jurij Evgenʹevič; Shikhman, Vladimir - 2015
Persistent link: https://www.econbiz.de/10010484026
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Continuous quadratic programming formulations of optimization problems on graphs
Hager, William W.; Hungerford, James T. - In: European journal of operational research : EJOR 240 (2015) 2, pp. 328-337
Persistent link: https://www.econbiz.de/10010486248