HiGHS is a high performance serial and parallel solver for large scale sparse linear optimization problems of the form $$ \min \quad \dfrac{1}{2}x^TQx + c^Tx \qquad ...

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Abstract: The Benders’ decomposition algorithm is a technique in mathematical programming for complex mixed-integer linear programming (MILP) problems with a particular block structure. The strategy ...

Abstract: There is no doubt that portfolio selection problems play an important role in finance, which recommend valuable choices among various investment strategies. In our study, we consider the ...