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eess.SP2020
Joint Bandwidth Allocation and Path Selection in WANs with Path Cardinality Constraints
Jinxin Wang, Fan Zhang, Zhonglin Xie +2
In this paper, we study a joint bandwidth allocation and path selection problem via solving a multi-objective minimization problem under the path cardinality constraints, namely MO…
q-fin.PM2020
Sparse High-Order Portfolios via Proximal DCA and SCA
Jinxin Wang, Zengde Deng, Taoli Zheng +1
In this paper, we aim at solving the cardinality constrained high-order portfolio optimization, i.e., mean-variance-skewness-kurtosis model with cardinality constraint (MVSKC). Opt…