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A penalty proximal alternating linearized minimization method is proposed for the large-scale sparse portfolio problems.
A Penalty PALM Method for Sparse Portfolio Selection Problems
【摘 要】
：
A penalty proximal alternating linearized minimization method is proposed for the large-scale sparse portfolio problems.
【机 构】
：
DalianUniversityofTechnology
【出 处】
：
The 6th International Conference on Optimization and Control
【发表日期】
：
2015年12期
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