Algorithm for cardinality-constrained quadratic optimization (Q842777)

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scientific article; zbMATH DE number 5607548
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English
Algorithm for cardinality-constrained quadratic optimization
scientific article; zbMATH DE number 5607548

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    Algorithm for cardinality-constrained quadratic optimization (English)
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    25 September 2009
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    mixed-integer quadratic programming
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    branch-and-bound
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    Lemke's method
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    subset selection
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    portfolio selection
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