| A successive convex approximation approach for
sparse solutions of convex programs (PJO) |
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Volume 10
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Number 1
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pp. 21-35
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| A successive convex approximation approach for
sparse solutions of convex programs |
| Xiaodi Bai, Xiaojin Zheng, Xueting Cui and Xiaoling Sun |
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| Key words |
Mathematices Subject Classification |
| sparse solutions to
convex program, regularization formulation,
successive convex approximation, piecewise-linear DC approximation,
portfolio selection |
90C11, 90C20, 90C25 |
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| Copyright© 2014 Yokohama Publishers |
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