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浏览/检索结果: 共4条，第1-4条 帮助 已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Semidefinite Relaxation for Two Mixed Binary Quadratically Constrained Quadratic Programs: Algorithms and Approximation Bounds 期刊论文 JOURNAL OF THE OPERATIONS RESEARCH SOCIETY OF CHINA, 2016, 卷号: 4, 页码: 205-221 作者:  Xu, Zi[1];  Hong, Ming-Yi[2] 收藏  |  浏览/下载：4/0  |  提交时间：2019/04/26 Nonconvex quadratically constrained quadratic programming  Semidefinite program relaxation  Approximation bound  NP-hard   Concentrated portfolio selection models based on historical data 期刊论文 APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2015, 卷号: 31, 期号: [db:dc_citation_issue], 页码: 649-668 作者:  Chen, Zhiping;  Li, Zongxin;  Wang, Liyuan 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/02 portfolio selection  historical data  transaction cost constraints  greedy matrix  nonconvex quadratic programs   SEMIDEFINITE APPROXIMATION FOR MIXED BINARY QUADRATICALLY CONSTRAINED QUADRATIC PROGRAMS 期刊论文 SIAM JOURNAL ON OPTIMIZATION, 2014, 卷号: 24, 页码: 1265-1293 作者:  Xu, Zi[1];  Hong, Mingyi[2];  Luo, Zhi-Quan[3] 收藏  |  浏览/下载：8/0  |  提交时间：2019/04/30 nonconvex quadratic constrained quadratic programming  semidefinite programming relaxation  approximation bound  NP-hard   A global optimization method, QBB, for twice-differentiable nonconvex optimization problem 期刊论文 2010, 2010 Zhu, YS; Kuno, T 收藏  |  浏览/下载：3/0