Comparison of search strategies of branch and bound algorithm for concave minimization problems under linear constraints

Rei Yamamoto, Kazuo Izumi, Hiroshi Konno

Publication date: 29 July 2008

Published in: Vietnam Journal of Mathematics (Search for Journal in Brave)

global optimization concave minimization portfolio optimization branch and bound algorithm mixed 0-1 programming mean-absolute deviation model

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Portfolio theory (91G10)

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