Cardinality-constrained programs with nonnegative variables and an SCA method
Zhongyi Jiang, Baiyi Wu, Qiying Hu and Xiaojin Zheng
| Year of publication: |
2022
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|---|---|
| Authors: | Jiang, Zhongyi ; Wu, Baiyi ; Hu, Qiying ; Zheng, Xiaojin |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 73.2022, 3, p. 634-652
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| Subject: | Cardinality-constrained programs | nonlinear programming | portfolio selection | reformulation | successive convex approximation | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Theorie | Theory | Nichtlineare Optimierung | Nonlinear programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/01605682.2020.1854627 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013170169