Pages that link to "Item:Q5963231"
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The following pages link to DC programming approaches for discrete portfolio optimization under concave transaction costs (Q5963231):
Displaying 14 items.
- An efficient DC programming approach for portfolio decision with higher moments (Q409263) (← links)
- A DC programming approach for a class of bilevel programming problems and its application in portfolio selection (Q449555) (← links)
- Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA (Q1035284) (← links)
- DC programming and DCA: thirty years of developments (Q1749443) (← links)
- New LP-based local and global algorithms for continuous and mixed-integer nonconvex quadratic programming (Q2124794) (← links)
- Discrete dynamical system approaches for Boolean polynomial optimization (Q2161551) (← links)
- A difference-of-convex programming approach with parallel branch-and-bound for sentence compression via a hybrid extractive model (Q2230777) (← links)
- A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint (Q2701425) (← links)
- A sequential convex approximation algorithm for portfolio optimization model (Q3131434) (← links)
- Matrix decomposition and Lagrangian dual method for discrete portfolio optimization under concave transaction costs (Q3572640) (← links)
- Preface to the special issue ``Recent developments in non-linear and global optimization'' (Q5963227) (← links)
- A variable metric and Nesterov extrapolated proximal DCA with backtracking for a composite DC program (Q6175368) (← links)
- Open issues and recent advances in DC programming and DCA (Q6200375) (← links)
- A boosted-DCA with power-sum-DC decomposition for linearly constrained polynomial programs (Q6536842) (← links)
