Smoothing and Regularization for Mixed-Integer Second-Order Cone Programming with Applications in Portfolio Optimization (Q5172959)
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scientific article; zbMATH DE number 6398667
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smoothing and Regularization for Mixed-Integer Second-Order Cone Programming with Applications in Portfolio Optimization |
scientific article; zbMATH DE number 6398667 |
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Smoothing and Regularization for Mixed-Integer Second-Order Cone Programming with Applications in Portfolio Optimization (English)
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6 February 2015
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mixed-integer second-order cone programming
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portfolio optimization
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second-order cone programming
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