In this paper, we investigate a constrained portfolio selection problem with cardinality constraint, minimum size and position constraints, and non-convex transaction cost. A hybrid method named Local Search Branch-and-Bound (LS-B&B) which integrates local search with B&B is proposed based on the property of the problem, i.e. cardinality constraint. To eliminate the computational burden which i...

This paper is concerned with the problem of state estimation for discrete-time linear systems in presence additional (equality or inequality) constraints on (or estimate). By use minimum variance duality, converted into an optimal control problem. Two algorithmic solutions are described: full information estimator (FIE) and moving horizon (MHE). The main result to show that proposed stable sens...

Williams Syndrome (WS) is marked by a relative strength in verbal cognition coupled with a serious impairment in non-verbal cognition. A strong deficit in numerical cognition has been anecdotally reported in this disorder; however, its nature has not been systematically investigated. Here, we tested 14 children with WS (mean age=7 years 2 months), 14 typically developing controls individually m...

The Markowitz mean-variance portfolio selection is widely acclaimed as a very important investment strategy. A popular option to solve the static (MVPS) problem based on use of quadratic programming (QP) methods. On other hand, under transaction costs (PSTC) usually approached with nonlinear (NLP) In this article, we define and study time-varying cardinality constraint (TV-MVPSTC-CC) (TVNLP) pr...

Given a combinatorial optimization problem and a subset N of natural numbers, we obtain a cardinality constrained version of this problem by permitting only those feasible solutions whose cardinalities are elements of N . In this paper we briefly touch on questions that addresses common grounds and differences of the complexity of a combinatorial optimization problem and its cardinality constra...