A portfolio optimization model with three objectives and discrete variables.

Konstantinos P. Anagnostopoulos Georgios Mamanis

Published in: Comput. Oper. Res. (2010)

Keyphrases

optimization model
discrete variables
continuous variables
optimization process
mixed integer
exact inference
network flow
markov networks
penalty function
bayesian networks
binary variables
np hard
neural network
belief networks