Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (Q1639718): Difference between revisions
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Revision as of 20:17, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization |
scientific article |
Statements
Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (English)
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13 June 2018
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cardinality constraints
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regularization method
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Scholtes regularization
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strong stationarity
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sparse portfolio optimization
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robust portfolio optimization
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