Algorithm for cardinality-constrained quadratic optimization
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Publication:842777
DOI10.1007/s10589-007-9126-9zbMath1178.90262OpenAlexW2041781650MaRDI QIDQ842777
Romy Shioda, Dimitris J. Bertsimas
Publication date: 25 September 2009
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-007-9126-9
branch-and-boundsubset selectionportfolio selectionmixed-integer quadratic programmingLemke's method
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Uses Software
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