most citedAffine matrix rank minimization problem via non-convex fraction function penalty

1 citations · 1 across the 2 of their papers we have counts for

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2 papers

math.OC2018

Sparse Portfolio Selection via Non-convex Fraction Function

Angang Cui, Jigen Peng, Chengyi Zhang +2

In this paper, a continuous and non-convex promoting sparsity fraction function is studied in two sparse portfolio selection models with and without short-selling constraints. Firs…

math.OC2016★ 1 cited

Affine matrix rank minimization problem via non-convex fraction function penalty

Angang Cui, Jigen Peng, Haiyang Li +2

Affine matrix rank minimization problem is a fundamental problem with a lot of important applications in many fields. It is well known that this problem is combinatorial and NP-har…