The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
This paper describes continuous piecewise linear (CPWL) programming where the objective and constraints are in the form of hinging hyperplane (HH). And HH has received wide attention due to its simplicity and good performance in system identification. When solving a CPWL programming problem, some excellent features inspire us to come up with more efficient algorithms: the two distinguished states...
In this paper, a realistic portfolio selection problem is studied and genetic algorithm is designed to solve the corresponding quadratic mixed-integer problem. At first, a new portfolio selection model, as an alternative to the standard Markowitz model, is formulated for selecting portfolios with transaction costs and transaction roundlot constraint. In addition, due to these complex constraints traditional...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.