Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (Q742312)
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English | Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach |
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Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (English)
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18 September 2014
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convex programs
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cardinality constraint
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DC approximation
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successive convex approximation
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strengthening cuts
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portfolio selection
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