"A simultaneous diagonalization based SOCP relaxation for portfolio ..."

Zhijun Xu, Jing Zhou (2023)

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DOI: 10.1007/S10589-023-00452-9

access: closed

type: Journal Article

metadata version: 2023-04-29

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Zhijun Xu, Jing Zhou:
A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint. Comput. Optim. Appl. 85(1): 247-261 (2023)

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