Keyword: programming: quadratic

Found 433 papers in total
A hybrid optimization approach to index tracking
2009,
Index tracking consists in reproducing the performance of a stock-market index by...
Exact solution method to solve large scale integer quadratic multidimensional knapsack problems
2009,
In this paper we develop a branch–and–bound algorithm for solving a...
An Exact Approach to the One-Dimensional Facility Layout Problem
2008,
The one–dimensional facility layout problem is concerned with arranging n...
Quadratic binary programming models in computational biology
2008,
In this paper we formulate four problems in computational molecular biology as...
Sequential Quadratic Programming Method for Volatility Estimation in Option Pricing
2008,
Our goal is to identify the volatility function in Dupire's equation from given option...
A new modeling and solution approach for the set-partitioning problem
2008,
The set-partitioning problem (SPP) is widely known for both its application potential...
A case-based distance model for multiple criteria ABC analysis
2008,
In ABC analysis, a well-known inventory planning and control technique, stock-keeping...
A new modeling and solution approach for the set-partitioning problem
2008,
The set-partitioning problem (SPP) is widely known for both its application potential...
Variable fixing algorithms for the continuous quadratic knapsack problem
2008,
We study several variations of the Bitran–Hax variable fixing method for the...
Exponential and chaotic neurodynamical tabu searches for quadratic assignment problems
2000,
The authors propose a chaotic neurodynamic searching method for the Quadratic...
Optimal beer fermentation
2007,
A new tool was developed to solve a wide range of optimal beer fermentation problems....
Alignment of molecular networks by integer quadratic programming
2007,
With more and more data on molecular networks (e.g. protein interaction networks, gene...
A general framework for multistage mean–variance post-tax optimization
2008,
An investor's decisions affect the way taxes are paid in a general portfolio...
Quadratic programming with transaction costs
2008,
We consider the problem of maximizing the mean–variance utility function of n...
On the existence of solutions to the quadratic mixed-integer mean–variance portfolio selection problem
2007,
In the standard mean–variance portfolio selection approach, several operative...
A quadratic programming approach to the Randić index
2007,
Let G(k,n) be the set of connected graphs without multiple edges or loops which have n...
Estimation of flows in flow networks
2007,
Let G be a directed graph with an unknown flow on each edge such that the following...
Partial ranking in sets of partial solutions of problems of linear and quadratic assignment
2003,
We present an approach to Quadratic Assignment Problem, QAP, via a linear relaxation,...
A new media optimizer based on the mean–variance model
2007,
In the financial markets, there is a well established portfolio optimization model...
A quadratic programming approach to the multi-product newsvendor problem with side constraints
2007,
A quadratic programming approach is proposed for solving the newsvendor problem with...
Coupling ant colony optimization and the extended great deluge algorithm for the discrete facility layout problem
2007,
This article uses a hybrid optimization approach to solve the discrete facility layout...
Fractional programming with convex quadratic forms and functions
2006,
This article is concerned with two global optimization problems (P1) and (P2). Each of...
Maximally productive input–output units
2007,
Technical or Pareto–Koopmans efficiency models can be based on ratios of...
CON due-date determination and sequencing
1990,
We consider a CON due-date problem where the objective is to determine an optimal...
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