A low-cost alternating projection approach for a continuous formulation of convex and cardinality constrained optimization
N. Krejić, E. H. M. Krulikovski, M. Raydan
| Year of publication: |
2023
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|---|---|
| Authors: | Krejić, N. ; Krulikovski, E. H. M. ; Raydan, Marcos |
| Published in: |
Operations research forum. - Cham : Springer International Publishing, ISSN 2662-2556, ZDB-ID 2978290-9. - Vol. 4.2023, 4, Art.-No. 73, p. 1-24
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| Subject: | Portfolio optimization | Cardinality constraints | Dykstra’s algorithm | Efficient frontier | Projected gradient methods | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Projektmanagement | Project management | Algorithmus | Algorithm |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s43069-023-00257-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014388587