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MINLP models for portfolio selection
2015Starting with the seminal work by Markowitz, a large number of optimization models have been proposed to find an ideal allocation of capital among several available assets to achieve the investor’s objectives. Here we propose a new framework for portfolio selection that explicitly takes into account assets selection, risk diversification and utility ...
CESARONE, FRANCESCO +2 more
openaire +1 more source
MINLP: Application in Facility Location-allocation
2001Marianthi Ierapetritou +1 more
openaire +1 more source
A review and comparison of solvers for convex MINLP
Optimization and Engineering, 2018Jan Kronqvist +2 more
exaly
Two-stage MINLP algorithm for the optimal synthesis and design of networks of CHP units
Energy, 2017Cristina Elsido +2 more
exaly
MINLP based superstructure optimization for boron removal during desalination by reverse osmosis
Journal of Membrane Science, 2013Iqbal Mohammed Mujtaba
exaly

