Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization-Reference-Cited by-同舟云学术

Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization

Published:2018-02-21 Issue:2 Volume:70 Page:503-530
ISSN:0926-6003
Container-title:Computational Optimization and Applications
language:en
Short-container-title:Comput Optim Appl

Author:

Branda Martin^ORCID,Bucher Max,Červinka Michal,Schwartz Alexandra

Funder

Grantová Agentura Ceské Republiky

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Control and Optimization

Link

http://link.springer.com/article/10.1007/s10589-018-9985-2/fulltext.html

Reference60 articles.

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