scientific article; zbMATH DE number 6270282

zbMath1288.90066MaRDI QIDQ5402632

Guan Wang, Yuelin Gao, Feng-Min Xu

Publication date: 14 March 2014

Full work available at URL: http://www.yokohamapublishers.jp/online2/oppjo/vol10/p163.html

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

zbMATH Keywords

\(L_{1/2}\) regularizationsparse portfolio selectionhalf thresholding algorithm

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Nonconvex programming, global optimization (90C26) Portfolio theory (91G10)

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