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scientific article; zbMATH DE number 6270273
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scientific article; zbMATH DE number 6270273

    Statements

    author
    Xiaodi Bai
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    Xueting Cui
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    Xiaoling Sun
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    Xiao Jin Zheng
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    publication date
    14 March 2014
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    Mathematics Subject Classification ID
    90C25
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    90C11
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    90C20
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    zbMATH DE Number
    6270273
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    zbMATH Keywords
    sparse solutions to convex program
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    regularization formulation
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    successive convex approximation
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    piecewise-linear DC approximation
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    portfolio selection
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