Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization
نویسندگان
چکیده
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2018
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-018-9985-2