In this paper, we study the set of 0−1 integer solutions to a single knapsack constraint and a set of non-overlapping cardinality constraints (MCKP). This set is a generalization of the traditional 0− 1 knapsack polytope and the 0− 1 knapsack polytope with generalized upper bounds. We derive strong valid inequalities for the convex hull of its feasible solutions by lifting the generalized cover...

Constraints are an important aspect of role-based access control (RBAC). Although the importance of constraints in RBAC has been recognized for a long time, they have not received much attention. In this paper we classify RBAC constraints into two major classes called prohibition constraints and obligation constraints. To specify these constraints, we utilize a formal language, named RCL2000. I...

We study online interval coloring problems with bandwidth. We are interested in some variants motivated by bin packing problems. Specifically we consider open-end coloring, cardinality constrained coloring, coloring with vector constraints and finally a combination of both the cardinality and the vector constraints. We construct competitive algorithms for each of the variants. Additionally, we ...

We investigate a mixed 0 − 1 conic quadratic optimization problem with indicator variables arising in mean-risk optimization. The indicator variables are often used to model non-convexities such as fixed charges or cardinality constraints. Observing that the problem reduces to a submodular function minimization for its binary restriction, we derive three classes of strong convex valid inequalit...

We consider the problem of encoding Boolean cardinality constraints in conjunctive normal form (CNF). Boolean cardinality constraints are formulae expressing that at most (resp. at least) k out of n propositional variables or formulae are true. We present a unifying framework for a whole family of such encodings encompassing previously proposed solutions. We give two novel encodings that improv...

The cardinality constraint is one of the most important constraints that can be established in a conceptual model. Nevertheless, not all CASE tools for developing database support the validation of this constraint due to the complexity associated to the referential integrity rules. So that, the contribution of this work concerns to provide PANDORA CASE (a tool used for learning and developing d...

The traditional quadratic programming approach to portfolio optimisation is difficult to implement when there are cardinality constraints. Recent approaches to resolving this have used heuristic algorithms to search for points on the cardinality constrained frontier. However, these can be computationally expensive when the practitioner does not know a priori exactly how many assets they may des...

A memetic approach that combines a genetic algorithm (GA) and quadratic programming is used to address the problem of optimal portfolio selection with cardinality constraints and piecewise linear transaction costs. The framework used is an extension of the standard Markowitz mean–variance model that incorporates realistic constraints, such as upper and lower bounds for investment in individual ...

In this paper we consider a generalization of the Markowitz's Mean-Variance model under linear transaction costs and cardinality constraints. The cardinality constraints are used to limit the number of assets in the optimal portfolio. The generalized model is formulated as a mixed integer quadratic programming (MIP) problem. The purpose of this paper is to investigate a continuous approach base...