A. Schwartz

  1. Branda Martin, Bucher M., Červinka Michal, Schwartz A. :  Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization , Computational Optimization and Applications vol.70, 2 (2018), p. 503-530 [2018] Download DOI: 10.1007/s10589-018-9985-2
  2. Červinka Michal, Kanzow Ch., Schwartz A. :  Constraint qualifications and optimality conditions for optimization problems with cardinality constraints , Mathematical Programming vol.160, 1 (2016), p. 353-377 [2016] Download DOI: 10.1007/s10107-016-0986-6

  1. Branda Martin, Červinka Michal, Schwartz A. :  Sparse robust portfolio optimization via NLP regularizations, ÚTIA AV ČR v. v. i., (Praha 2016) Research Report 2358 [2016] Download