Algorithm for cardinality-constrained quadratic optimization

Dimitris Bertsimas () and Romy Shioda ()

Computational Optimization and Applications, 2009, vol. 43, issue 1, 22 pages

Keywords: Mixed-integer quadratic programming; Branch-and-bound; Lemke’s method; Subset selection; Portfolio selection (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s10589-007-9126-9

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