CSpace

浏览/检索结果: 共2条,第1-2条 帮助

限定条件    
已选(0)清除 条数/页:   排序方式:
On the acceleration of the Barzilai-Borwein method 期刊论文
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2022, 页码: 24
作者:  Huang, Yakui;  Dai, Yu-Hong;  Liu, Xin-Wei;  Zhang, Hongchao
收藏  |  浏览/下载:145/0  |  提交时间:2022/04/02
Barzilai-Borwein method  Gradient methods  Finite termination  Quadratic optimization  
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:135/0  |  提交时间:2020/06/30
Portfolio selection  Industry classification  Style investment  ADMM  Sparse optimization