"An Alternating Method for Cardinality-Constrained Optimization: A ..."

Carina Moreira Costa, Dennis Kreber, Martin Schmidt (2022)

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DOI: 10.1287/IJOC.2022.1211

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type: Journal Article

metadata version: 2024-06-13

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Carina Moreira Costa, Dennis Kreber, Martin Schmidt:
An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems. INFORMS J. Comput. 34(6): 2968-2988 (2022)

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