Scholtes型正则化方法在基数约束优化问题中的收敛性及其在稀疏鲁棒投资组合优化中的应用

Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization

• Martin Branda 通讯
• Max Bucher
• Michal Červinka
• Alexandra Schwartz