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Disambiguation of "Simone, Valentina De"

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l1-Regularization for multi-period portfolio selection.

, , , and . Ann. Oper. Res., 294 (1): 75-86 (2020)

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Raffaele De Simone

Simone De Angelis

Valentina David

Valentina Villa

Valentina Tischer

 

Other publications of authors with the same name

Nonconvex multi-period mean-variance portfolio optimization., , , and . Ann. Oper. Res., 332 (1): 617-644 (January 2024)Isotonic Regression Problems., , and . Encyclopedia of Optimization, Springer, (2009)Segmenting MR Images Through Texture Extraction and Multiplicative Components Optimization., , and . SSVM, volume 14009 of Lecture Notes in Computer Science, page 511-521. Springer, (2023)On the update of constraint preconditioners for regularized KKT systems., , , and . Comput. Optim. Appl., 65 (2): 339-360 (2016)On the Application of the Spectral Projected Gradient Method in Image Segmentation., , and . Journal of Mathematical Imaging and Vision, 54 (1): 106-116 (2016)On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems., , , and . Comput. Optim. Appl., 38 (1): 27-45 (2007)Spatially Adaptive Regularization in Image Segmentation., , and . Algorithms, 13 (9): 226 (2020)A matrix-free approach to build band preconditioners for large-scale bound-constrained optimization., and . J. Comput. Appl. Math., (2014)Updating Constraint Preconditioners for KKT Systems in Quadratic Programming Via Low-Rank Corrections., , , and . SIAM J. Optimization, 25 (3): 1787-1808 (2015)On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods., , and . Comput. Optim. Appl., 45 (2): 283-310 (2010)