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scientific article; zbMATH DE number 6270273 - MaRDI portal

scientific article; zbMATH DE number 6270273

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Publication:5402622

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zbMath1358.90093MaRDI QIDQ5402622

Xiaoling Sun, Xueting Cui, Xiaodi Bai, Xiao Jin Zheng

Publication date: 14 March 2014

Full work available at URL: http://www.yokohamapublishers.jp/online2/oppjo/vol10/p21.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

portfolio selection successive convex approximation piecewise-linear DC approximation regularization formulation sparse solutions to convex program

Mathematics Subject Classification ID

Convex programming (90C25) Mixed integer programming (90C11) Quadratic programming (90C20)

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