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A quadratic programming model for product configuration optimization

โœ Scribed by S. E. Eriksen; P. D. Berger

Publisher
Springer
Year
1987
Tongue
English
Weight
659 KB
Volume
31
Category
Article
ISSN
0340-9422

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๐Ÿ“œ SIMILAR VOLUMES

Quadratic programming for portfolio opti
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โœ Ho, Diem ๐Ÿ“‚ Article ๐Ÿ“… 1992 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 337 KB

Portfolio optimization is a procedure for generating a portfolio composition which yields the highest return for a given level of risk or a minimum risk for given level of return. The problem can be formulated as a quadratic programming problem. We shall present a new and efticient optimization proc

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The topic of this paper is as, the title shows, to introduce the formulation of fuzzy portfolio optimization problem as a convex quadratic programming approach and then give an acceptable solution to such problem. A numerical example included in the support of this paper for illustration.