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ENTITY Mixed-Integer Second-Order Cone Programming Reformulations of a Fractional 0-1 Program for Task Assignment

Mixed-Integer Second-Order Cone Programming Reformulations of a Fractional 0-1 Program for Task Assignment

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    New research proposes robust sparse optimization for portfolio selection

    A new research paper introduces a robust framework for mean-variance portfolio selection that promotes sparsity in asset allocations. The method incorporates uncertainty in the mean return vector using an ellipsoidal un…