Concepedia

A special ordered set approach for optimizing a discontinuous separable piecewise linear function

I.R. de Farias, Ming Zhao, Hongxia Zhao

Operations Research Letters · 2007 · 35 citations · 14 references

DOI

Concepts

References

14

Large-Scale Portfolio Optimization

André F. Perold · Management Science · 1984 · 425 citations

, , +16

Mixed Integer Models for the Stationary Case of Gas Network Optimization

Alexander Martín, Markus Möller, Susanne Moritz · Mathematical Programming · 2005 · 235 citations

, , +16

On the Solution of Discrete Programming Problems

Harry M. Markowitz, Alan S. Manne · Econometrica · 1957 · 230 citations

, , +8

On the Significance of Solving Linear Programming Problems with Some Integer Variables

George B. Dantzig · Econometrica · 1960 · 220 citations

, , +12

A Comparison of Mixed-Integer Programming Models for Nonconvex Piecewise Linear Cost Minimization Problems

Keely L. Croxton, Bernard Gendron, Thomas L. Magnanti · Management Science · 2003 · 205 citations · Full text

, , +15