Computational study of a family of mixed-integer quadratic programming problems

Local Search Techniques for Constrained Portfolio SelectionProblems

Computational Economics

A Polyhedral Study of the Cardinality Constrained Knapsack Problem

Proceedings of the 9th International IPCO Conference on Integer Programming and Combinatorial Optimization

Branch-and-cut for combinatorial optimization problems without auxiliary binary variables

The Knowledge Engineering Review

Combined Network Design and Multiperiod Pricing: Modeling, Solution Techniques, and Computation

Operations Research

Lagrangian relaxation procedure for cardinality-constrained portfolio optimization

Optimization Methods & Software

Algorithm for cardinality-constrained quadratic optimization

Computational Optimization and Applications

An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints

Operations Research

Multi-agent model for threshold constrained portfolio selection

CASE'09 Proceedings of the fifth annual IEEE international conference on Automation science and engineering

Perspective relaxation of mixed integer nonlinear programs with indicator variables

IPCO'08 Proceedings of the 13th international conference on Integer programming and combinatorial optimization

Optimization of investment options using SQL

IBERAMIA'10 Proceedings of the 12th Ibero-American conference on Advances in artificial intelligence

A Stochastic-Goal Mixed-Integer Programming approach for integrated stock and bond portfolio optimization

Computers and Industrial Engineering

Local search for constrained financial portfolio selection problems with short sellings

LION'05 Proceedings of the 5th international conference on Learning and Intelligent Optimization

Eigenvalue techniques for convex objective, nonconvex optimization problems

IPCO'10 Proceedings of the 14th international conference on Integer Programming and Combinatorial Optimization

SDP diagonalizations and perspective cuts for a class of nonseparable MIQP

Operations Research Letters

Models for representing piecewise linear cost functions

Operations Research Letters

A Stochastic Mixed-Integer Programming approach to the energy-technology management problem

Computers and Industrial Engineering

A local relaxation method for the cardinality constrained portfolio optimization problem

Computational Optimization and Applications

On valid inequalities for quadratic programming with continuous variables and binary indicators

IPCO'13 Proceedings of the 16th international conference on Integer Programming and Combinatorial Optimization

A polynomial case of the cardinality-constrained quadratic optimization problem

Journal of Global Optimization

Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems

Journal of Global Optimization

A hybrid algorithm for constrained portfolio selection problems

Applied Intelligence