Algorithm for cardinality-constrained quadratic optimization (Q842777)
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scientific article; zbMATH DE number 5607548
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algorithm for cardinality-constrained quadratic optimization |
scientific article; zbMATH DE number 5607548 |
Statements
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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0.9169331
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0.90945256
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0.89980686
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0.89726096
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0.8899329
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0.8888907
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0.8871322
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0.88695055
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