An Inexact Proximal DC Algorithm for the Large-Scale Cardinality Constrained Mean-Variance Model in Sparse Portfolio Selection
-
Published:2023-10
Issue:0
Volume:0
Page:0-0
-
ISSN:0254-9409
-
Container-title:Journal of Computational Mathematics
-
language:
-
Short-container-title:JCM
Author:
Ding Mingcai,Yu Xiaoliang Song and Bo
Publisher
Global Science Press
Subject
Computational Mathematics