A low-cost alternating projection approach for a continuous formulation of convex and cardinality constrained optimization (Q6063782)
From MaRDI portal
scientific article; zbMATH DE number 7776270
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A low-cost alternating projection approach for a continuous formulation of convex and cardinality constrained optimization |
scientific article; zbMATH DE number 7776270 |
Statements
A low-cost alternating projection approach for a continuous formulation of convex and cardinality constrained optimization (English)
0 references
12 December 2023
0 references
cardinality constraints
0 references
portfolio optimization
0 references
efficient frontier
0 references
projected gradient methods
0 references
Dykstra's algorithm
0 references
0 references
0 references
0 references
0 references
0 references
