Recent advances in mathematical programming with semi-continuous variables and cardinality constraint (Q384213): Difference between revisions

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+A strong conic quadratic reformulation for machine-job assignment with controllable processing times
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+Second-order cone programming
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+Lectures on Modern Convex Optimization
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+Algorithm for cardinality-constrained quadratic optimization
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+Computational study of a family of mixed-integer quadratic programming problems
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+The Optimal Selection of Small Portfolios
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+An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints
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+From Sparse Solutions of Systems of Equations to Sparse Modeling of Signals and Images
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+Heuristics for cardinality constrained portfolio optimization
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+Lower Bound Theory of Nonzero Entries in Solutions of $\ell_2$-$\ell_p$ Minimization
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+Simulated annealing for complex portfolio selection problems.
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+Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems
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+Uncertainty principles and ideal atomic decomposition
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+A polyhedral study of the semi-continuous knapsack problem
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+A polyhedral study of the cardinality constrained knapsack problem
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+Portfolio selection using neural networks
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+Perspective cuts for a class of convex 0-1 mixed integer programs
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+SDP diagonalizations and perspective cuts for a class of nonseparable MIQP
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+A computational comparison of reformulations of the perspective relaxation: SOCP vs. cutting planes
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+Projected Perspective Reformulations with Applications in Design Problems
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+Equivalence of minimal \(\ell _{0}\)- and \(\ell _{p }\)-norm solutions of linear equalities, inequalities and linear programs for sufficiently small \(p\)
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+Cardinality Constrained Linear-Quadratic Optimal Control
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+A polynomial case of the cardinality-constrained quadratic optimization problem
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+Optimal Cardinality Constrained Portfolio Selection
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+A note on the complexity of \(L _{p }\) minimization
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+Perspective reformulations of mixed integer nonlinear programs with indicator variables
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+Q3141900
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+Exact and Approximate Sparse Solutions of Underdetermined Linear Equations
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+An Unconstrained $\ell_q$ Minimization with $0q\leq1$ for Sparse Solution of Underdetermined Linear Systems
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+OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION
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+Minimum-support solutions of polyhedral concave programs<sup>*</sup>
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+Optimization of cardinality constrained portfolios with a hybrid local search algorithm
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+Q4806224
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+Local search techniques for constrained portfolio selection problems
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+Lagrangian relaxation procedure for cardinality-constrained portfolio optimization
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+Semidefinite relaxations of fractional programs via novel convexification techniques
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+Q5453757
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+Reweighted $\ell_1$-Minimization for Sparse Solutions to Underdetermined Linear Systems
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