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Bibliography
A. Schwartz
Branda Martin
,
Bucher M.
,
Červinka Michal
,
Schwartz A.
:
Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization
,
Computational Optimization and Applications vol.70, 2 (2018), p. 503-530
[2018]
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DOI:
10.1007/s10589-018-9985-2
Červinka Michal
,
Kanzow Ch.
,
Schwartz A.
:
Constraint qualifications and optimality conditions for optimization problems with cardinality constraints
,
Mathematical Programming vol.160, 1 (2016), p. 353-377
[2016]
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DOI:
10.1007/s10107-016-0986-6
Branda Martin
,
Červinka Michal
,
Schwartz A.
:
Sparse robust portfolio optimization via NLP regularizations
,
ÚTIA AV ČR v. v. i., (Praha 2016)
Research Report 2358
[2016]
Download
2019-01-07 08:39