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Fast algorithms for sparse portfolio selection considering industries and investment styles 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2020, 页码: 27
Authors:  Dong, Zhi-Long;  Xu, Fengmin;  Dai, Yu-Hong
Favorite  |  View/Download:57/0  |  Submit date:2020/06/30
Portfolio selection  Industry classification  Style investment  ADMM  Sparse optimization  
A homotopy interior point method for semi-infinite programming problems 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2007, 卷号: 37, 期号: 4, 页码: 631-646
Authors:  Liu, Guo-xin
Favorite  |  View/Download:47/0  |  Submit date:2018/07/30
semi-infinite programming  first-order necessary optimality condition  homotopy method  global convergence