Computational experience with an algorithm for 0–1 integer programming
✍ Scribed by Anil B. Jambekar; David I. Steinberg
- Book ID
- 108020041
- Publisher
- Elsevier Science
- Year
- 1978
- Tongue
- English
- Weight
- 749 KB
- Volume
- 4
- Category
- Article
- ISSN
- 0898-1221
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📜 SIMILAR VOLUMES
In this paper, we focus on the quadratic cost 01 mixed integer programming problem. First, we formulate the problem as a two-level programming problem that consists of a lower-level continuous quadratic programming problem with 01 variables fixed and an upper-level nonlinear 01 programming problem.
## Abstract A mean‐variance portfolio selection model with limited diversification is formulated in which transaction and management costs are incorporated as the sum of a linear cost and a fixed cost. The problem is a fixed charge integer programming problem solved by hypersurface search using dyn