Applications of Integer Programming to Financial Optimization

  • Hiroshi Konno
  • Rei Yamamoto
Part of the Springer Optimization and Its Applications book series (SOIA, volume 18)


Integer Program Integer Programming Problem Cardinality Constraint Financial Optimization Integer Linear Programming Problem 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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The first author's research was supported in part by the Grant-in-Aid for Scientific Research B18310109 of the Ministry of Education, Science, Sports and Culture of Government of Japan.


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Copyright information

© Springer Science+Business Media, LLC 2008

Authors and Affiliations

  1. 1.Department of Industrial and Systems EngineeringChuo UniversityTokyoJapan
  2. 2.Mitsubishi UFJ Trust Investment Technology Institute Co., Ltd.,TokyoJapan

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