On a Reformulation of Mathematical Programs with Cardinality Constraints (Q2942449): Difference between revisions

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+Computational study of a family of mixed-integer quadratic programming problems
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+A polynomial case of the cardinality-constrained quadratic optimization problem
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+Algorithm for cardinality-constrained quadratic optimization
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+Heuristics for cardinality constrained portfolio optimization
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+A concave optimization-based approach for sparse portfolio selection
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+A local relaxation method for the cardinality constrained portfolio optimization problem
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+Lagrangian relaxation procedure for cardinality-constrained portfolio optimization
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+Recent advances in mathematical programming with semi-continuous variables and cardinality constraint
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+Foundations of optimization
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+Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity
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