A similarity measure for the cardinality constrained frontier in the mean-variance optimization model.
Francisco GuijarroPublished in: J. Oper. Res. Soc. (2018)
Keyphrases
- optimization model
- similarity measure
- optimization process
- mutual information
- construction project
- network flow
- distance measure
- pairwise
- similarity computation
- similarity search
- clustering method
- similarity function
- sensor placement
- feature vectors
- measuring similarity
- crew scheduling
- utility function
- similarity metric
- similarity assessment
- euclidean distance
- cosine similarity
- co occurrence
- similarity calculation