DASH reduces problem dimensionality in MIQP subset selection to improve MIP solver incumbent quality on hard portfolio instances.
arXiv preprint arXiv:1705.06270 , year =
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DASH: A Dimensionality Reduction Method for Large-scale Convex MIQP with Applications in Subset Portfolio Selection
DASH reduces problem dimensionality in MIQP subset selection to improve MIP solver incumbent quality on hard portfolio instances.