Pages that link to "Item:Q3553750"
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The following pages link to Robust investment strategies with discrete asset choice constraints using DC programming (Q3553750):
Displaying 16 items.
- DC programming and DCA: thirty years of developments (Q1749443) (← links)
- DC decomposition of nonconvex polynomials with algebraic techniques (Q1749445) (← links)
- DC formulations and algorithms for sparse optimization problems (Q1749449) (← links)
- Solving nonnegative sparsity-constrained optimization via DC quadratic-piecewise-linear approximations (Q2052409) (← links)
- A solution approach for cardinality minimization problem based on fractional programming (Q2168753) (← links)
- Heuristic algorithms for the cardinality constrained efficient frontier (Q2275807) (← links)
- An augmented Lagrangian proximal alternating method for sparse discrete optimization problems (Q2299205) (← links)
- A new method for mean-variance portfolio optimization with cardinality constraints (Q2393351) (← links)
- Solving cardinality constrained mean-variance portfolio problems via MILP (Q2400005) (← links)
- An iterative method for solving a bi-objective constrained portfolio optimization problem (Q2419517) (← links)
- A DC programming approach for sensor network localization with uncertainties in anchor positions (Q2438403) (← links)
- Solving the index tracking problem: a continuous optimization approach (Q2673302) (← links)
- Solving continuous min max problem for single period portfolio selection with discrete constraints by DCA (Q3165910) (← links)
- A penalty PALM method for sparse portfolio selection problems (Q5268895) (← links)
- The Maximum Ratio Clique Problem: A Continuous Optimization Approach and Some New Results (Q5356986) (← links)
- A Cross-Efficiency Approach for Evaluating Decision Making Units in Presence of Undesirable Outputs (Q5357788) (← links)
