Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization
Crossref DOI link: https://doi.org/10.1007/s10589-018-9985-2
Published Online: 2018-02-21
Published Print: 2018-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Branda, Martin https://orcid.org/0000-0002-6519-1608
Bucher, Max
Červinka, Michal
Schwartz, Alexandra
Funding for this research was provided by:
Grantová Agentura Ceské Republiky
Text and Data Mining valid from 2018-02-21
Article History
Received: 2 May 2017
First Online: 21 February 2018