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Xie, J., He, S. and Zhang, S. (2008) Randomized Portfolio Selection with Constraints. Pacific Journal of Optimization, 4, 87-112.

has been cited by the following article:

• TITLE: Spectral Gradient Algorithm Based on the Generalized Fiser-Burmeister Function for Sparse Solutions of LCPS

  AUTHORS: Chang Gao, Zhensheng Yu, Feiran Wang

  KEYWORDS: Linear Complementarity Problem, Sparse Solution, Spectral Gradient, Generalized Fischer-Burmeister

  JOURNAL NAME: Open Journal of Statistics, Vol.5 No.6, October 23, 2015

  ABSTRACT: This paper considers the computation of sparse solutions of the linear complementarity problems LCP(q, M). Mathematically, the underlying model is NP-hard in general. Thus an lp(0 p