25 citations · 25 across the 1 of their papers we have counts for
2 papers
math.OC2015★ 25 cited
Tight MIQP Reformulations for Semi-Continuous Quadratic Programming: Lift-and-Convexification Approach
Baiyi Wu, Xiaoling Sun, Duan Li +1
We consider in this paper a class of semi-continuous quadratic programming problems which arises in many real-world applications such as production planning, portfolio selection an…
q-fin.PM2013
Asset Allocation under the Basel Accord Risk Measures
Zaiwen Wen, Xianhua Peng, Xin Liu +2
Financial institutions are currently required to meet more stringent capital requirements than they were before the recent financial crisis; in particular, the capital requirement…