A penalty PALM method for sparse portfolio selection problems (Q5268895): Difference between revisions

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Latest revision as of 00:52, 14 July 2024

scientific article; zbMATH DE number 6734172
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English
A penalty PALM method for sparse portfolio selection problems
scientific article; zbMATH DE number 6734172

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    A penalty PALM method for sparse portfolio selection problems (English)
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    21 June 2017
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    sparse portfolio selection
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    proximal alternating linearized minimization method
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    minimization
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    cardinality constrained portfolio selection
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