Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization

Journal of Global Optimization ◽

10.1007/s10898-021-01048-5 ◽

2021 ◽

Author(s):

Ken Kobayashi ◽

Yuichi Takano ◽

Kazuhide Nakata

Keyword(s):

Portfolio Optimization ◽

Cutting Plane ◽

Cutting Plane Algorithm

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A fully polynomial epsilon approximation cutting plane algorithm for solving combinatorial linear programs containing a sufficiently large ball

Operations Research Letters ◽

10.1016/s0167-6377(96)00048-x ◽

1997 ◽

Vol 20 (2) ◽

pp. 59-63 ◽

Author(s):

E.Andrew Boyd

Keyword(s):

Cutting Plane ◽

Cutting Plane Algorithm ◽

Linear Programs ◽

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A cutting plane algorithm for semi-definite programming problems with applications to failure discriminant analysis

Journal of Computational and Applied Mathematics ◽

10.1016/s0377-0427(02)00424-7 ◽

2002 ◽

Vol 146 (1) ◽

pp. 141-154 ◽

Author(s):

Hiroshi Konno ◽

Jun-ya Gotoh ◽

Takeaki Uno ◽

Atsushi Yuki

Keyword(s):

Discriminant Analysis ◽

Cutting Plane ◽

Cutting Plane Algorithm ◽

Failure Discriminant Analysis

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A CUTTING PLANE ALGORITHM FOR MODULARITY MAXIMIZATION PROBLEM

Journal of the Operations Research Society of Japan ◽

10.15807/jorsj.60.24 ◽

2017 ◽

Vol 60 (1) ◽

pp. 24-42 ◽

Author(s):

Yoichi Izunaga ◽

Yoshitsugu Yamamoto

Keyword(s):

Cutting Plane ◽

Maximization Problem ◽

Cutting Plane Algorithm ◽

Modularity Maximization

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A cutting plane algorithm for frequency domain specification with application to bending modes attenuation

Proceedings of the 2005, American Control Conference, 2005. ◽

10.1109/acc.2005.1470746 ◽

2005 ◽

Author(s):

M. Abbas-Turki ◽

G. Duc ◽

S. Font ◽

B. Clement

Keyword(s):

Frequency Domain ◽

Cutting Plane ◽

Cutting Plane Algorithm ◽

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A cutting plane algorithm for the fixed charge problem

10.1145/800192.805672 ◽

1973 ◽

Author(s):

Hamdy A. Taha

Keyword(s):

Cutting Plane ◽

Fixed Charge ◽

Cutting Plane Algorithm

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Cutting Plane Algorithm for the Selection of Non-Isolated Pixel Modulation Code

The Journal of Korean Institute of Communications and Information Sciences ◽

10.7840/kics.2013.38a.6.465 ◽

2013 ◽

Vol 38A (6) ◽

pp. 465-470 ◽

Author(s):

Taehyung Park ◽

Jaejin Lee

Keyword(s):

Cutting Plane ◽

Cutting Plane Algorithm ◽

Modulation Code ◽

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Gap Inequalities for the Max-Cut Problem: A Cutting-Plane Algorithm

Lecture Notes in Computer Science - Combinatorial Optimization ◽

10.1007/978-3-642-32147-4_17 ◽

2012 ◽

pp. 178-188 ◽

Author(s):

Laura Galli ◽

Konstantinos Kaparis ◽

Adam N. Letchford

Keyword(s):

Cutting Plane ◽

Cutting Plane Algorithm ◽

Max Cut Problem

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INPUT SEQUENCING FOR ASSEMBLY LINES A CUTTING PLANE ALGORITHM

New Trends in Design of Control Systems 1994 ◽

10.1016/b978-0-08-042367-8.50060-4 ◽

1995 ◽

pp. 321-326

Author(s):

A. AGNETIS ◽

R. MACCHIAROLI ◽

D. PACCIARELLI

Keyword(s):

Cutting Plane ◽

Cutting Plane Algorithm ◽

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A cutting-plane algorithm with linear and geometric rates of convergence

Journal of Optimization Theory and Applications ◽

10.1007/bf00934337 ◽

1982 ◽

Vol 36 (1) ◽

pp. 1-22 ◽

Author(s):

D. M. Topkis

Keyword(s):

Rates Of Convergence ◽

Cutting Plane ◽

Cutting Plane Algorithm

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A cutting plane algorithm for the capacitated facility location problem

Computational Optimization and Applications ◽

10.1007/s10589-007-9125-x ◽

2007 ◽

Vol 43 (1) ◽

pp. 39-65 ◽

Author(s):

Pasquale Avella ◽

Maurizio Boccia

Keyword(s):

Facility Location ◽

Location Problem ◽

Facility Location Problem ◽

Cutting Plane ◽

Cutting Plane Algorithm ◽

Capacitated Facility Location Problem ◽

Capacitated Facility Location

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