Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (Q742312)
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scientific article; zbMATH DE number 6345680
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| English | Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach |
scientific article; zbMATH DE number 6345680 |
Statements
Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (English)
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18 September 2014
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convex programs
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cardinality constraint
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DC approximation
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successive convex approximation
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strengthening cuts
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portfolio selection
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0.8129518032073975
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0.7922359108924866
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0.7909891605377197
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0.7877465486526489
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0.786928117275238
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