Cardinality Constraints
Mostrando 1-4 de 4 artigos, teses e dissertações.
-
1. An efficient hybrid heuristic method for the 0-1 exact k-item quadratic knapsack problem
The 0-1 exact k-item quadratic knapsack problem (E - kQKP) consists of maximizing a quadratic function subject to two linear constraints: the first one is the classical linear capacity constraint; the second one is an equality cardinality constraint on the number of items in the knapsack. Most instances of this NP-hard problem with more than forty variables
Pesqui. Oper.. Publicado em: 2014-04
-
2. A new genetic algorithm for portfolio optimization with cardinality constraints / Um novo algoritmo genetico para a otimização de carteiras de investimento com restrições de cardinalidade
In this work we consider the problem of determining of the efficient frontier of a portfolio using the mean-variance model subject to a cardinality constrain and to lower bounds on the amount invested in the selected assets. As this nonlinear integer programming problem is hard to solve exactly, we use a genetic algorithm, following the lines described by Ch
Publicado em: 2008
-
3. Um algoritmo exato para a otimização de carteiras de investimento com restrições de cardinalidade / An exact algorithm for portifolio optimization with cardinality constraints
Neste trabalho, propomos um método exato para a resolução de problemas de programação quadrática que envolvem restrições de cardinalidade. Como aplicação, empregamos o método para a obtenção da fronteira eficiente de um problema (bi-objetivo) de otimização de carteiras de investimento. Nosso algoritmo é baseado no método Branch-and-Bound. A
Publicado em: 2008
-
4. An observation on the structure of production sets with indivisibilities
A subset of the constraints of an integer programming problem is said to be binding if, when the remaining constraints are eliminated, the smaller problem has the same optimal solution as the original problem. It is shown that an integer programming problem with n variables has a set of binding constraints of cardinality less than or equal to 2n-1. The bound