A distributed computation algorithm for solving portfolio problems with integer variables.
Han-Lin LiJung-Fa TsaiPublished in: Eur. J. Oper. Res. (2008)
Keyphrases
- benchmark problems
- integer variables
- worst case
- np hard
- combinatorial optimization
- objective function
- cost function
- optimal solution
- knapsack problem
- expectation maximization
- network design problem
- distributed computation
- computational complexity
- em algorithm
- optimization problems
- branch and bound algorithm
- probabilistic model
- dynamic programming
- integer programming