Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (Q742312)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach
scientific article

    Statements

    Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    18 September 2014
    0 references
    convex programs
    0 references
    cardinality constraint
    0 references
    DC approximation
    0 references
    successive convex approximation
    0 references
    strengthening cuts
    0 references
    portfolio selection
    0 references
    0 references
    0 references
    0 references

    Identifiers