most citedPortfolio Selection Under Buy-In Threshold Constraints Using DC Programming and DCA

5 citations · 9 across the 5 of their papers we have counts for

collaborators

5 papers

cs.DS2024

Cascading-Tree Algorithm for the 0-1 Knapsack Problem (In Memory of Heiner M{ü}ller-Merbach, a Former President of IFORS)

Mahdi Moeini, Daniel Schermer, Oliver Wendt

In operations research, the Knapsack Problem (KP) is one of the classical optimization problems that has been widely studied. The KP has several variants and, in this paper, we add…

cs.CG2014

Algorithms for Art Gallery Illumination

Maximilian Ernestus, Stephan Friedrichs, Michael Hemmer +4

The Art Gallery Problem (AGP) is one of the classical problems in computational geometry. It asks for the minimum number of guards required to achieve visibility coverage of a give…

cs.CE2014★ 5 cited

Portfolio Selection Under Buy-In Threshold Constraints Using DC Programming and DCA

Hoai An Le Thi, Mahdi Moeini

In matter of Portfolio selection, we consider a generalization of the Markowitz Mean-Variance model which includes buy-in threshold constraints. These constraints limit the amount…

cs.CE2014

A Continuous Optimization Approach for the Financial Portfolio Selection under Discrete Asset Choice Constraints

Mahdi Moeini

In this paper we consider a generalization of the Markowitz's Mean-Variance model under linear transaction costs and cardinality constraints. The cardinality constraints are used t…

cs.AI2014★ 4 cited

An Integer Programming Model for the Dynamic Location and Relocation of Emergency Vehicles: A Case Study

Mahdi Moeini, Zied Jemai, Evren Sahin

In this paper, we address the dynamic Emergency Medical Service (EMS) systems. A dynamic location model is presented that tries to locate and relocate the ambulances. The proposed…