Abstract. A new iterative algorithm for the solution of minimization problems in infinitedimensional Hilbert spaces which involve sparsity constraints in form of p-penalties is pro...
Abstract-- A portfolio model to minimize the risk of falling under uncertainty is discussed. The risk of falling is represented by the value-at-risk of rate of return. Introducing ...
The basis pursuit problem seeks a minimum one-norm solution of an underdetermined least-squares problem. Basis pursuit denoise (BPDN) fits the least-squares problem only approximat...
Abstract-- In this paper, we deal with the production and transportation planning of a household appliances manufacturer that has production facilities and central stores for resel...
A linear program has a unique least 2-norm solution provided that the linear program has a solution. To locate this solution, most of the existing methods were devised to solve cer...