Xu, Z., & Zhou, J. (2023). A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint. Computational optimization and applications, 85(1), 247-261. https://doi.org/10.1007/s10589-023-00452-9
Chicago Style (17th ed.) CitationXu, Zhijun, and Jing Zhou. "A Simultaneous Diagonalization Based SOCP Relaxation for Portfolio Optimization with an Orthogonality Constraint." Computational Optimization and Applications 85, no. 1 (2023): 247-261. https://doi.org/10.1007/s10589-023-00452-9.
MLA (9th ed.) CitationXu, Zhijun, and Jing Zhou. "A Simultaneous Diagonalization Based SOCP Relaxation for Portfolio Optimization with an Orthogonality Constraint." Computational Optimization and Applications, vol. 85, no. 1, 2023, pp. 247-261, https://doi.org/10.1007/s10589-023-00452-9.