An Infeasible Incremental Bundle Method for Nonsmooth Optimization Problem Based on CVaR Portfolio.

Jia-Tong Li Jie Shen Na Xu

Published in: Complex. (2021)

Keyphrases

optimization method
optimization algorithm
detection method
pairwise
high accuracy
preprocessing
significant improvement
optimization process
neural network
decision making
similarity measure
objective function
cost function
dynamic programming
support vector machine
optimization procedure