Pages that link to "Item:Q5268895"
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The following pages link to A penalty PALM method for sparse portfolio selection problems (Q5268895):
Displaying 5 items.
- Convergent inexact penalty decomposition methods for cardinality-constrained problems (Q2031962) (← links)
- Optimal portfolio selections via \(\ell_{1, 2}\)-norm regularization (Q2057226) (← links)
- An augmented Lagrangian proximal alternating method for sparse discrete optimization problems (Q2299205) (← links)
- An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems (Q5060779) (← links)
- Extended mean-conditional value-at-risk portfolio optimization with PADM and conditional scenario reduction technique (Q6177016) (← links)
