Lagrangian relaxation procedure for cardinality-constrained portfolio optimization. - Dong X. Shaw; Shucheng Liu; Leonid Kopman (Optim. Methods Softw., 2008)

A Light-Weight Multi-Objective Asynchronous Hyper-Parameter Optimizer. - Gabriel Maher; Stephen P. Boyd; Mykel John Kochenderfer; Cristian Matache; Alex Ulitsky; Slava Yukhymuk; Leonid Kopman (CoRR, 2022)