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20172019
most citedImproved DC Programming Approaches for Solving the Quadratic Eigenvalue Complementarity Problem

8 citations · 13 across the 3 of their papers we have counts for

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math.OC2019★ 1 cited

High-order Moment Portfolio Optimization via An Accelerated Difference-of-Convex Programming Approach and Sums-of-Squares

Yi-Shuai Niu, Ya-Juan Wang, Hoai An Le Thi +1

The Mean-Variance-Skewness-Kurtosis (MVSK) portfolio optimization model is a quartic nonconvex polynomial minimization problem over a polytope, which can be formulated as a Differe…