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  • Search: subject:"Strengthening cuts"
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Cardinality constraint 1 Convex programs 1 DC approximation 1 Portfolio selection 1 Strengthening cuts 1 Successive convex approximation 1
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Article 1
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Li, Duan 1 Sun, Jie 1 Sun, Xiaoling 1 Zheng, Xiaojin 1
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Computational Optimization and Applications 1
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Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach
Zheng, Xiaojin; Sun, Xiaoling; Li, Duan; Sun, Jie - In: Computational Optimization and Applications 59 (2014) 1, pp. 379-397
KKT point of the DC approximation problem. We show that the basic algorithm can be refined by adding strengthening cuts in …
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