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Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach - MaRDI portal

Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (Q742312)

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scientific article; zbMATH DE number 6345680
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English
Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach
scientific article; zbMATH DE number 6345680

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    Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (English)
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    18 September 2014
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    convex programs
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    cardinality constraint
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    DC approximation
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    successive convex approximation
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    strengthening cuts
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    portfolio selection
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