The Solution of an Integer Problem Based on Geometric Method

The Solution of an Integer Problem Based on Geometric Method

This paper studies the integer solution of the Markowitz mean-variance model. To avoid solving the quadratic equation with constraints directly, it uses geometric linear approximate method, and gives a practical and effective calculation method. Then it conducts the corresponding calculations regard...

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Veröffentlicht in:Applied Mechanics and Materials 2014-01, Vol.496-500 (Frontiers of Manufacturing and Design Science IV), p.2852-2856
Hauptverfasser: Li, Wei Hua, Zhou, Jia Min, Guo, Jin Rui, Yang, Ren Er
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Algebra
Approximation
Integers
Mathematical models
Optimization
Quadratic equations
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container_issue Frontiers of Manufacturing and Design Science IV
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container_title Applied Mechanics and Materials
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creator Li, Wei Hua
Zhou, Jia Min
Guo, Jin Rui
Yang, Ren Er
description This paper studies the integer solution of the Markowitz mean-variance model. To avoid solving the quadratic equation with constraints directly, it uses geometric linear approximate method, and gives a practical and effective calculation method. Then it conducts the corresponding calculations regarding the real data, and reaches an optimal solution while the time of calculations is largely reduced, compared to the direct way and the algebraic approach.
doi_str_mv 10.4028/www.scientific.net/AMM.496-500.2852
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subjects Algebra
Approximation
Integers
Mathematical models
Optimization
Quadratic equations
title The Solution of an Integer Problem Based on Geometric Method
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