Smoothing and Regularization for Mixed-Integer Second-Order Cone Programming with Applications in Portfolio Optimization

Hande Y. Benson; Ümit Saǧlam

doi:10.1007/978-1-4614-8987-0__4

Smoothing and Regularization for Mixed-Integer Second-Order Cone Programming with Applications in Portfolio Optimization

Hande Y. Benson
, Ümit Saǧlam

Department of Management and Supply Chain

Drexel University

Research output: Chapter in Book/Report/Conference proceeding › Chapter (peer-reviewed) › peer-review

Original language	English
Title of host publication	Modeling and Optimization
Subtitle of host publication	Theory and Applications
Publisher	Springer New York LLC
Pages	86-111
Number of pages	26
ISBN (Print)	9781461489863
DOIs	https://doi.org/10.1007/978-1-4614-8987-0__4
State	Published - 2013
Event	12th Annual Modeling and OPtimization: Theory and Applications, MOPTA 2012 - Bethlehem, PA, United States Duration: Jul 30 2012 → Aug 1 2012

Conference

Conference	12th Annual Modeling and OPtimization: Theory and Applications, MOPTA 2012
Country/Territory	United States
City	Bethlehem, PA
Period	7/30/12 → 8/1/12

ASJC Scopus Subject Areas

General Mathematics

Keywords

Mixed-integer second-order cone programming
Portfolio optimization
Second-order cone programming

Access to Document

10.1007/978-1-4614-8987-0__4

Cite this

Benson, HY & Saǧlam, Ü 2013, Smoothing and Regularization for Mixed-Integer Second-Order Cone Programming with Applications in Portfolio Optimization. in Modeling and Optimization: Theory and Applications. Springer New York LLC, pp. 86-111, 12th Annual Modeling and OPtimization: Theory and Applications, MOPTA 2012, Bethlehem, PA, United States, 7/30/12. https://doi.org/10.1007/978-1-4614-8987-0__4

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title = "Smoothing and Regularization for Mixed-Integer Second-Order Cone Programming with Applications in Portfolio Optimization",

keywords = "Mixed-integer second-order cone programming, Portfolio optimization, Second-order cone programming",

author = "Benson, \{Hande Y.\} and {\"U}mit Saǧlam",

year = "2013",

doi = "10.1007/978-1-4614-8987-0\_\_4",

language = "English",

isbn = "9781461489863",

pages = "86--111",

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note = "12th Annual Modeling and OPtimization: Theory and Applications, MOPTA 2012 ; Conference date: 30-07-2012 Through 01-08-2012",

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T1 - Smoothing and Regularization for Mixed-Integer Second-Order Cone Programming with Applications in Portfolio Optimization

AU - Benson, Hande Y.

AU - Saǧlam, Ümit

PY - 2013

Y1 - 2013

KW - Mixed-integer second-order cone programming

KW - Portfolio optimization

KW - Second-order cone programming

UR - https://www.scopus.com/pages/publications/84893488394

UR - https://www.scopus.com/pages/publications/84893488394#tab=citedBy

U2 - 10.1007/978-1-4614-8987-0__4

DO - 10.1007/978-1-4614-8987-0__4

M3 - Chapter (peer-reviewed)

AN - SCOPUS:84893488394

SN - 9781461489863

SP - 86

EP - 111

BT - Modeling and Optimization

PB - Springer New York LLC

T2 - 12th Annual Modeling and OPtimization: Theory and Applications, MOPTA 2012

Y2 - 30 July 2012 through 1 August 2012

ER -

Smoothing and Regularization for Mixed-Integer Second-Order Cone Programming with Applications in Portfolio Optimization

Conference

ASJC Scopus Subject Areas

Keywords

Access to Document

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Cite this