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Listar por palabra clave "Cardinality constraint"

Mostrando ítems 1-2 de 2

A model for sector restructuring through genetic algorithm and inverse DEA

Guijarro, Francisco; Martínez-Gómez, Mónica; Visbal-Cadavid, Delimiro (Elsevier, 2020-09-15)

[EN] The aim of this study is to devise a sector restructuring model in which all the decision making units (DMUs) satisfy a predefined global efficiency level. The proposal makes several realistic assumptions regarding ...
A surrogate similarity measure for the mean-variance frontier optimization problem under bound and cardinality constraints

Guijarro, Francisco; Tsinaslanidis, Prodromos E. (Nature Publishing Group - Macmillan Publishers, 2021-03)

[EN] This article deals with the mean-variance optimisation frontier problem when realistic constraints are considered. Our proposed methodology hybridises a heuristic algorithm with an exact solution approach. A genetic ...

Mostrando ítems 1-2 de 2