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Dual-density-based reweighted l(1)-algorithms for a class of l(0)-minimization problems 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2021, 页码: 24
作者:  Xu, Jialiang;  Zhao, Yun-Bin
收藏  |  浏览/下载:184/0  |  提交时间:2021/06/01
Merit functions for sparsity  l(0)-minimization  Dual-density-based algorithm  Strict complementarity  Bilevel optimization  Convex relaxation  
Fast algorithms for sparse portfolio selection considering industries and investment styles 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2020, 页码: 27
作者:  Dong, Zhi-Long;  Xu, Fengmin;  Dai, Yu-Hong
收藏  |  浏览/下载:146/0  |  提交时间:2020/06/30
Portfolio selection  Industry classification  Style investment  ADMM  Sparse optimization  
Preface: special issue of MOA 2018 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2020, 页码: 3
作者:  Liu, Ya-Feng;  Xu, Fengmin;  Fan, Neng;  Peng, Jiming
收藏  |  浏览/下载:126/0  |  提交时间:2020/05/24