A MILP formulation unifies location-based clustering of assets with portfolio selection in one optimization model instead of separate clustering-then-selection steps.
The European Physical Journal B- Condensed Matter and Complex Systems 11, 193–197 (1999)
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Location and portfolio selection problems: A unified framework
A MILP formulation unifies location-based clustering of assets with portfolio selection in one optimization model instead of separate clustering-then-selection steps.