Abstract A reformulation of cardinality-constrained optimization problems into continuous nonlinear with an orthogonality-type constraint has gained some popularity during the last few years. Due to special structure constraints, violates many standard assumptions and therefore is often solved using specialized algorithms. In contrast this, we investigate viability a safeguarded multiplier pena...

We consider a known variant of bin packing called cardinality constrained packing, also with constraints (BPCC). In this problem, there is parameter k≥2, and items rational sizes in [0,1] are to be packed into bins, such that no has more than k or total size larger 1. The goal minimize the number bins. A recently introduced concept, price clustering, deals inputs presented way they split cluste...

We develop and implement a portfolio optimization method for building investment portfolios that dominate a given benchmark index in terms of third-degree stochastic dominance. Our approach relies on the properties of the semi-variance function, a re nement of an existing `superconvex' dominance condition and quadratic constrained programming. To reduce the computational burden in large-scale a...