Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (Q742312): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
Created claim: DBLP publication ID (P1635): journals/coap/ZhengSLS14, #quickstatements; #temporary_batch_1731461124002
 
(5 intermediate revisions by 5 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: CPLEX / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2004304335 / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q57445418 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4863586 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Algorithm for cardinality-constrained quadratic optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computational study of a family of mixed-integer quadratic programming problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Optimal Selection of Small Portfolios / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: From Sparse Solutions of Systems of Equations to Sparse Modeling of Signals and Images / rank
 
Normal rank
Property / cites work
 
Property / cites work: Enhancing sparsity by reweighted \(\ell _{1}\) minimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heuristics for cardinality constrained portfolio optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lower Bound Theory of Nonzero Entries in Solutions of $\ell_2$-$\ell_p$ Minimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimization and nonsmooth analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Perspective cuts for a class of convex 0-1 mixed integer programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: SDP diagonalizations and perspective cuts for a class of nonseparable MIQP / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Cardinality Constrained Portfolio Selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on the complexity of \(L _{p }\) minimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sparse Approximation via Penalty Decomposition Methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimum-support solutions of polyhedral concave programs<sup>*</sup> / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimization of cardinality constrained portfolios with a hybrid local search algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4806224 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lagrangian relaxation procedure for cardinality-constrained portfolio optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: A majorization-minimization approach to the sparse generalized eigenvalue problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Lifted Linear Programming Branch-and-Bound Algorithm for Mixed-Integer Conic Quadratic Programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: 10.1162/153244303322753751 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heuristic algorithms for the cardinality constrained efficient frontier / rank
 
Normal rank
Property / cites work
 
Property / cites work: Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach / rank
 
Normal rank
Property / DBLP publication ID
 
Property / DBLP publication ID: journals/coap/ZhengSLS14 / rank
 
Normal rank

Latest revision as of 02:42, 13 November 2024

scientific article
Language Label Description Also known as
English
Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach
scientific article

    Statements

    Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    18 September 2014
    0 references
    convex programs
    0 references
    cardinality constraint
    0 references
    DC approximation
    0 references
    successive convex approximation
    0 references
    strengthening cuts
    0 references
    portfolio selection
    0 references
    0 references
    0 references
    0 references

    Identifiers