A successive convex approximation approach for sparse solutions of convex programs (Q5402622)
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scientific article; zbMATH DE number 6270273
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| English | A successive convex approximation approach for sparse solutions of convex programs |
scientific article; zbMATH DE number 6270273 |
Statements
14 March 2014
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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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0.8267509341239929
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0.8129518032073975
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0.795602560043335
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0.7766615748405457
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0.7753235101699829
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