12 citations · 62 across the 15 of their papers we have counts for
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math.OC2015★ 1 cited
A Feasible Active Set Method with Reoptimization for Convex Quadratic Mixed-Integer Programming
Christoph Buchheim, Marianna De Santis, Stefano Lucidi +2
We propose a feasible active set method for convex quadratic programming problems with non-negativity constraints. This method is specifically designed to be embedded into a branch…
math.OC2015★ 1 cited
A Frank-Wolfe Based Branch-and-Bound Algorithm for Mean-Risk Optimization
Christoph Buchheim, Marianna De Santis, Francesco Rinaldi +1
We present an exact algorithm for mean-risk optimization subject to a budget constraint, where decision variables may be continuous or integer. The risk is measured by the covarian…