A low-cost alternating projection approach for a continuous formulation of convex and cardinality constrained optimization (Q6063782)
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scientific article; zbMATH DE number 7776270
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A low-cost alternating projection approach for a continuous formulation of convex and cardinality constrained optimization |
scientific article; zbMATH DE number 7776270 |
Statements
A low-cost alternating projection approach for a continuous formulation of convex and cardinality constrained optimization (English)
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12 December 2023
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cardinality constraints
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portfolio optimization
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efficient frontier
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projected gradient methods
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Dykstra's algorithm
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