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A study of phase transitions for convergence analysis of spin glasses: application to portfolio selection problems.
Majid Vafaei Jahan
Mohammad R. Akbarzadeh-Totonchi
Nasser Shahtahamassbi
Published in:
Soft Comput. (2013)
Keyphrases
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portfolio selection
phase transition
convergence analysis
optimality conditions
combinatorial problems
robust optimization
random instances
np complete
satisfiability problem
mathematical programming
convergence speed
semidefinite programming