Branch-and-Cut相关论文
A BRANCH-AND-CUT APPROACH TO PORTFOLIO SELECTION WITH MARGINAL RISK CONTROL IN A LINEAR CONIC PROGRA
Marginal risk represents the risk contribution of an individual asset to the risk of the entire portfolio. In this paper......
在解决各类整数规划问题时,分支-切割法是一个非常成功的方法,并且它能保证给出一个最优解。从一个简单例子出发引出分支-切割算法的......
无容量限制设施选址问题是经典的组合优化问题,具有广泛的应用价值,然而该问题已被证明是NP难问题,并且传统的分支定界方法求解速度较......