Computation of mean-semivariance efficient sets by the Critical Line Algorithm.
Harry M. MarkowitzPeter ToddGanlin XuYuji YamanePublished in: Ann. Oper. Res. (1993)
Keyphrases
- detection algorithm
- experimental evaluation
- improved algorithm
- single pass
- optimal solution
- np hard
- learning algorithm
- selection algorithm
- preprocessing
- k means
- computational complexity
- significant improvement
- dynamic programming
- efficient computation
- segmentation algorithm
- recognition algorithm
- times faster
- convex hull
- high efficiency
- neural network
- pruning strategy
- optimization algorithm
- computationally efficient
- expectation maximization
- linear programming
- search algorithm
- objective function
- feature selection