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  • Search: subject:"l/l regularization"
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Alternating direction method of multipliers 1 Convergence analysis 1 Mathematical programming 1 Mathematische Optimierung 1 Multiplier 1 Multiplikator 1 Portfolio optimization 1 Portfolio selection 1 Portfolio-Management 1 Sparse portfolio selection 1 Theorie 1 Theory 1 l/l regularization 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Allen-Zhao, Zhihua 1 Ge, Zhili 1 Sun, Kexin 1 Wu, Zhongming 1 Zeng, Tieyong 1
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European journal of operational research : EJOR 1
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ECONIS (ZBW) 1
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Sparse portfolio optimization via ℓ1 over ℓ2 regularization
Wu, Zhongming; Sun, Kexin; Ge, Zhili; Allen-Zhao, Zhihua; … - In: European journal of operational research : EJOR 319 (2024) 3, pp. 820-833
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