Convergence of a Scholtes-type Regularization Method for Cardinality-constrained Optimization Problems with an Application in Sparse Robust Portfolio Optimization

Research output: Contribution to journal › Research article › Contributed › peer-review

Contributors

  • Martin Branda - , Czech Academy of Sciences (Author)
  • Max Bucher - , Technische Universität Darmstadt (Author)
  • Michal Cervinka - , Czech Academy of Sciences (Author)
  • Alexandra Schwartz - , Chair of Mathematical Optimization (Author)

Details

Original languageEnglish
JournalComputational Optimization and Applications
Volume2018
Publication statusPublished - 2018
Peer-reviewedYes

External IDs

Scopus 85042236326

Keywords