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  • Search: subject:"successive convex approximation"
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Subject
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Portfolio selection 2 Cardinality constraint 1 Cardinality-constrained programs 1 Convex programs 1 DC approximation 1 Mathematical programming 1 Mathematische Optimierung 1 Nichtlineare Optimierung 1 Nonlinear programming 1 Portfolio-Management 1 Strengthening cuts 1 Successive convex approximation 1 Theorie 1 Theory 1 nonlinear programming 1 portfolio selection 1 reformulation 1 successive convex approximation 1
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Undetermined 2
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Zheng, Xiaojin 2 Hu, Qiying 1 Jiang, Zhongyi 1 Li, Duan 1 Sun, Jie 1 Sun, Xiaoling 1 Wu, Baiyi 1
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Computational Optimization and Applications 1 Journal of the Operational Research Society 1
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ECONIS (ZBW) 1 RePEc 1
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Cardinality-constrained programs with nonnegative variables and an SCA method
Jiang, Zhongyi; Wu, Baiyi; Hu, Qiying; Zheng, Xiaojin - In: Journal of the Operational Research Society 73 (2022) 3, pp. 634-652
Persistent link: https://www.econbiz.de/10013170169
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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
selection, subset selection and compressed sensing. We propose a successive convex approximation method for this class of …
Persistent link: https://www.econbiz.de/10010937803
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