Nonconvex truncated conditional value at risk-based sparse linear regression (Q6865584)
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scientific article; zbMATH DE number 8153330
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| English | Nonconvex truncated conditional value at risk-based sparse linear regression |
scientific article; zbMATH DE number 8153330 |
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Nonconvex truncated conditional value at risk-based sparse linear regression (English)
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2 February 2026
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risk management
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conditional value at risk
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sparse linear regression
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capped \(\ell_1\)-norm
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semismooth Newton method
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