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Latest revision as of 14:14, 5 March 2024

scientific article
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scientific article

    Statements

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    1980
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    Frank-Wolfe algorithm
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    approximate function evaluations
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    approximate gradient evaluations
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    inexact linear searches
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    proofs of convergence
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    implementation
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    portfolio selection problem
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    two-stage stochastic programming
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    portfolio revision problems
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