2 citations · 5 across the 11 of their papers we have counts for
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A family of spectral conjugate gradient algorithms derived by least-squares approximations based on a modified quasi--Newton update with application to a revised robust binary classification model
Saman Babaie-Kafaki, Maryam Khoshsimaye-Bargard, Ahmad Mousavi
We develop a spectral three-term modification of the classic Hestenes--Stiefel conjugate gradient algorithm, preserving its anti-jamming characteristic and, simultaneously, taking…
The Rank-Collapse Principle for Quadratic Optimization
Mojtaba Soltanalian, Ahmad Mousavi
Quadratic optimization becomes hard as soon as either the matrix in the quadratic form has an unfavorable curvature or the feasible set is discrete, combinatorial, or otherwise non…
An efficient penalty decomposition algorithm for minimization over sparse symmetric sets
Ahmad Mousavi, Morteza Kimiaei, Saman Babaie-Kafaki +1
This paper proposes an improved quasi-Newton penalty decomposition algorithm for the minimization of continuously differentiable functions, possibly nonconvex, over sparse symmetri…
Cardinality Constrained Mean-Variance Portfolios: A Penalty Decomposition Algorithm
Ahmad Mousavi, George Michailidis
The cardinality-constrained mean-variance portfolio problem has garnered significant attention within contemporary finance due to its potential for achieving low risk while effecti…
Statistical Proxy based Mean-Reverting Portfolios with Sparsity and Volatility Constraints
Ahmad Mousavi, George Michailidis
Mean-reverting portfolios with volatility and sparsity constraints are of prime interest to practitioners in finance since they are both profitable and well-diversified, while also…