Pages that link to "Item:Q2905343"
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The following pages link to A concave optimization-based approach for sparse portfolio selection (Q2905343):
Displaying 15 items.
- Constraint qualifications and optimality conditions for optimization problems with cardinality constraints (Q344949) (← links)
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (Q1639718) (← links)
- Second-order optimality conditions and improved convergence results for regularization methods for cardinality-constrained optimization problems (Q1670095) (← links)
- Sequential optimality conditions for cardinality-constrained optimization problems with applications (Q2044577) (← links)
- An augmented Lagrangian method for cardinality-constrained optimization problems (Q2046539) (← links)
- Convergence properties of monotone and nonmonotone proximal gradient methods revisited (Q2093287) (← links)
- A concave optimization-based approach for sparse multiobjective programming (Q2174899) (← links)
- A smoothing method for sparse optimization over convex sets (Q2191281) (← links)
- Linear vs. quadratic portfolio selection models with hard real-world constraints (Q2355713) (← links)
- Solving cardinality constrained mean-variance portfolio problems via MILP (Q2400005) (← links)
- Adaptive \(l_1\)-regularization for short-selling control in portfolio selection (Q2419515) (← links)
- On a Reformulation of Mathematical Programs with Cardinality Constraints (Q2942449) (← links)
- A low-cost alternating projection approach for a continuous formulation of convex and cardinality constrained optimization (Q6063782) (← links)
- Convergence Analysis of the Proximal Gradient Method in the Presence of the Kurdyka–Łojasiewicz Property Without Global Lipschitz Assumptions (Q6071886) (← links)
- Relaxed method for optimization problems with cardinality constraints (Q6154400) (← links)
