The Solution of an Integer Problem Based on Geometric Method

Autor:	Wei Hua Li, Jin Rui Guo, Ren Er Yang, Jia Min Zhou
Rok vydání:	2014
Předmět:	Discrete mathematics Quadratic equation Branch and price Applied mathematics General Medicine Linear approximation Algebraic number Integer programming Geometric method Mathematics Integer (computer science)
Zdroj:	Applied Mechanics and Materials. :2852-2856
ISSN:	1662-7482
DOI:	10.4028/www.scientific.net/amm.496-500.2852
Popis:	This paper studies the integer solution of the Markowitz mean-variance model. To avoid solving the quadratic equation with constraints directly, it uses geometric linear approximate method, and gives a practical and effective calculation method. Then it conducts the corresponding calculations regarding the real data, and reaches an optimal solution while the time of calculations is largely reduced, compared to the direct way and the algebraic approach.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::d10a0cff6a96419650d1a004d2a6375b https://doi.org/10.4028/www.scientific.net/amm.496-500.2852 Zobrazit plný text záznamu