{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,9]],"date-time":"2026-04-09T18:57:28Z","timestamp":1775761048591,"version":"3.50.1"},"reference-count":25,"publisher":"Springer Science and Business Media LLC","issue":"1","license":[{"start":{"date-parts":[[2007,11,15]],"date-time":"2007-11-15T00:00:00Z","timestamp":1195084800000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Comput Optim Appl"],"published-print":{"date-parts":[[2009,5]]},"DOI":"10.1007\/s10589-007-9126-9","type":"journal-article","created":{"date-parts":[[2007,11,14]],"date-time":"2007-11-14T00:38:27Z","timestamp":1195000707000},"page":"1-22","source":"Crossref","is-referenced-by-count":198,"title":["Algorithm for cardinality-constrained quadratic optimization"],"prefix":"10.1007","volume":"43","author":[{"given":"Dimitris","family":"Bertsimas","sequence":"first","affiliation":[]},{"given":"Romy","family":"Shioda","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2007,11,15]]},"reference":[{"key":"9126_CR1","volume-title":"Mathematical Programming in Statistics","author":"T.S. Arthanari","year":"1993","unstructured":"Arthanari, T.S., Dodge, Y.: Mathematical Programming in Statistics. Wiley, New York (1993)"},{"issue":"3\/4","key":"9126_CR2","doi-asserted-by":"crossref","first-page":"357","DOI":"10.2307\/2335028","volume":"54","author":"E.M.L. Beale","year":"1967","unstructured":"Beale, E.M.L., Kendall, M.G., Mann, D.W.: The discarding of variables in multivariate analysis. Biometrika 54(3\/4), 357\u2013366 (1967)","journal-title":"Biometrika"},{"issue":"1","key":"9126_CR3","doi-asserted-by":"crossref","first-page":"49","DOI":"10.1287\/inte.29.1.49","volume":"29","author":"D. Bertsimas","year":"1999","unstructured":"Bertsimas, D., Darnell, C., Soucy, R.: Portfolio construction through mixed-integer programming at Grantham, Mayo, Van Otterloo and Company. Interfaces 29(1), 49\u201366 (1999)","journal-title":"Interfaces"},{"key":"9126_CR4","first-page":"121","volume":"74","author":"D. Bienstock","year":"1996","unstructured":"Bienstock, D.: Computational study on families of mixed-integer quadratic programming problems. Math. Program. 74, 121\u2013140 (1996)","journal-title":"Math. Program."},{"issue":"7","key":"9126_CR5","doi-asserted-by":"crossref","first-page":"792","DOI":"10.1287\/mnsc.29.7.792","volume":"29","author":"B. Blog","year":"1983","unstructured":"Blog, B., van der Hoek, G., Rinnooy Kan, A.H.G., Timmer, G.T.: Optimal selection of small portfolio. Manag. Sci. 29(7), 792\u2013798 (1983)","journal-title":"Manag. Sci."},{"key":"9126_CR6","doi-asserted-by":"crossref","first-page":"1271","DOI":"10.1016\/S0305-0548(99)00074-X","volume":"27","author":"T.J. Chang","year":"2000","unstructured":"Chang, T.J., Meade, N., Beasley, J.E., Sharaiha, Y.: Heuristics for cardinality constrained portfolio optimisation. Comput. Operat. Res. 27, 1271\u20131302 (2000)","journal-title":"Comput. Operat. Res."},{"key":"9126_CR7","volume-title":"The Linear Complementarity Problem","author":"R.W. Cottle","year":"1992","unstructured":"Cottle, R.W., Pang, J., Stone, R.E.: The Linear Complementarity Problem. Academic, San Diego (1992)"},{"key":"9126_CR8","unstructured":"ILOG CPLEX 8.1 User Manual. ILOG CPLEX Division, Incline Village, NV (2002)"},{"issue":"4","key":"9126_CR9","doi-asserted-by":"crossref","first-page":"499","DOI":"10.1080\/00401706.1974.10489231","volume":"16","author":"G.M. Furnival","year":"1974","unstructured":"Furnival, G.M., Wilson Jr., R.W.: Regression by leaps and bounds. Technometrics 16(4), 499\u2013511 (1974)","journal-title":"Technometrics"},{"issue":"4","key":"9126_CR10","doi-asserted-by":"crossref","first-page":"531","DOI":"10.1080\/00401706.1967.10490502","volume":"9","author":"R.R. Hockings","year":"1967","unstructured":"Hockings, R.R., Leslie, R.N.: Selection of the best subset in regression analysis. Technometrics 9(4), 531\u2013540 (1967)","journal-title":"Technometrics"},{"issue":"3","key":"9126_CR11","doi-asserted-by":"crossref","first-page":"847","DOI":"10.1111\/j.1540-6261.1974.tb01487.x","volume":"29","author":"N. Jacob","year":"1974","unstructured":"Jacob, N.: A limited diversification portfolio selection model for the small investor. J. Finance 29(3), 847\u2013856 (1974)","journal-title":"J. Finance"},{"issue":"5","key":"9126_CR12","doi-asserted-by":"crossref","first-page":"489","DOI":"10.1088\/1469-7688\/1\/5\/301","volume":"1","author":"N. Jobst","year":"2001","unstructured":"Jobst, N., Horniman, M., Lucas, C., Mitra, G.: Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints. Quant. Finance 1(5), 489\u2013501 (2001)","journal-title":"Quant. Finance"},{"issue":"7","key":"9126_CR13","doi-asserted-by":"crossref","first-page":"681","DOI":"10.1287\/mnsc.11.7.681","volume":"11","author":"C.E. Lemke","year":"1965","unstructured":"Lemke, C.E.: Bimatrix equilibrium points and mathematical programming. Manag. Sci. 11(7), 681\u2013689 (1965)","journal-title":"Manag. Sci."},{"issue":"2","key":"9126_CR14","doi-asserted-by":"crossref","first-page":"413","DOI":"10.1137\/0112033","volume":"12","author":"C.E. Lemke","year":"1964","unstructured":"Lemke, C.E., Howson, J.T. Jr.: Equilibrium points of bimatrix games. J. Soc. Ind. Appl. Math. 12(2), 413\u2013423 (1964)","journal-title":"J. Soc. Ind. Appl. Math."},{"key":"9126_CR15","doi-asserted-by":"crossref","first-page":"233","DOI":"10.1007\/PL00011397","volume":"89","author":"H. Konno","year":"2001","unstructured":"Konno, H., Wijayanayake, A.: Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints. Math. Program. 89, 233\u2013250 (2001)","journal-title":"Math. Program."},{"key":"9126_CR16","doi-asserted-by":"crossref","first-page":"919","DOI":"10.1080\/07408170591007821","volume":"37","author":"R. Mansini","year":"2005","unstructured":"Mansini, R., Speranza, M.G.: An exact approach for portfolio selection with transaction costs and rounds. IIE Trans. 37, 919\u2013929 (2005)","journal-title":"IIE Trans."},{"issue":"1","key":"9126_CR17","doi-asserted-by":"crossref","first-page":"219","DOI":"10.1016\/S0377-2217(98)00252-5","volume":"114","author":"R. Mansini","year":"1999","unstructured":"Mansini, R., Speranza, M.G.: Heuristic algorithms for portfolio selection problem with minimum transaction lots. Eur. J. Operat. Res. 114(1), 219\u2013233 (1999)","journal-title":"Eur. J. Operat. Res."},{"key":"9126_CR18","series-title":"Monographs on Statistics and Applied Probability, vol. 40","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4899-2939-6","volume-title":"Subset Selection in Regression","author":"A. Miller","year":"1990","unstructured":"Miller, A.: Subset Selection in Regression. Monographs on Statistics and Applied Probability, vol. 40. Chapman and Hall, London (1990)"},{"issue":"3","key":"9126_CR19","doi-asserted-by":"crossref","first-page":"299","DOI":"10.1080\/00401706.1979.10489773","volume":"21","author":"S. Narula","year":"1979","unstructured":"Narula, S., Wellington, J.: Selection of variables in linear regression using the minimum sum of weighted absolute errors criterion. Technometrics 21(3), 299\u2013311 (1979)","journal-title":"Technometrics"},{"key":"9126_CR20","unstructured":"Owens-Butera, G.: The solution of a class of limited diversification portfolio selection problems. Ph.D. thesis, Rice University, CRPC-TR97724-S (1997)"},{"issue":"3","key":"9126_CR21","doi-asserted-by":"crossref","first-page":"303","DOI":"10.1287\/mnsc.28.3.303","volume":"28","author":"N. Patel","year":"1982","unstructured":"Patel, N., Subrahmanyam, M.: A simple algorithm for optimal portfolio selection with fixed transaction costs. Manag. Sci. 28(3), 303\u2013314 (1982)","journal-title":"Manag. Sci."},{"key":"9126_CR22","volume-title":"Numerical Recipes in C","author":"W.H. Press","year":"1992","unstructured":"Press, W.H., Flannery, B., Teukolsky, S., Vetterling, W.: Numerical Recipes in C, 2nd edn. Cambridge University Press, Cambridge (1992). http:\/\/www.nr.com","edition":"2"},{"key":"9126_CR23","series-title":"Wiley Series in Probability and Statistics","volume-title":"Modern Regression Methods","author":"T.P. Ryan","year":"1997","unstructured":"Ryan, T.P.: Modern Regression Methods. Wiley Series in Probability and Statistics. Wiley, New York\u00a0(1997)"},{"issue":"7","key":"9126_CR24","doi-asserted-by":"crossref","first-page":"499","DOI":"10.1287\/mnsc.13.7.499","volume":"13","author":"W. Sharpe","year":"1967","unstructured":"Sharpe, W.: A linear programming algorithm for mutual fund portfolio selection. Manag. Sci. 13(7), 499\u2013510 (1967)","journal-title":"Manag. Sci."},{"issue":"5","key":"9126_CR25","doi-asserted-by":"crossref","first-page":"1263","DOI":"10.2307\/2329860","volume":"6","author":"W. Sharpe","year":"1971","unstructured":"Sharpe, W.: A linear programming approximation for the general portfolio analysis problem. J. Financ. Quant. Anal. 6(5), 1263\u20131275 (1971)","journal-title":"J. Financ. Quant. Anal."}],"container-title":["Computational Optimization and Applications"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10589-007-9126-9.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10589-007-9126-9\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10589-007-9126-9","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,31]],"date-time":"2019-05-31T11:36:33Z","timestamp":1559302593000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10589-007-9126-9"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2007,11,15]]},"references-count":25,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2009,5]]}},"alternative-id":["9126"],"URL":"https:\/\/doi.org\/10.1007\/s10589-007-9126-9","relation":{},"ISSN":["0926-6003","1573-2894"],"issn-type":[{"value":"0926-6003","type":"print"},{"value":"1573-2894","type":"electronic"}],"subject":[],"published":{"date-parts":[[2007,11,15]]}}}