Marco Corazza, Giovanni Fasano, Riccardo Gusso. Particle Swarm Optimization with non-smooth penalty reformulation, for a complex portfolio selection problem. Applied Mathematics and Computation, 224:611-624, 2013. [doi]
@article{CorazzaFG13,
title = {Particle Swarm Optimization with non-smooth penalty reformulation, for a complex portfolio selection problem},
author = {Marco Corazza and Giovanni Fasano and Riccardo Gusso},
year = {2013},
doi = {10.1016/j.amc.2013.07.091},
url = {http://dx.doi.org/10.1016/j.amc.2013.07.091},
researchr = {https://researchr.org/publication/CorazzaFG13},
cites = {0},
citedby = {0},
journal = {Applied Mathematics and Computation},
volume = {224},
pages = {611-624},
}