Pages that link to "Item:Q384213"
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The following pages link to Recent advances in mathematical programming with semi-continuous variables and cardinality constraint (Q384213):
Displayed 29 items.
- Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
- Constraint qualifications and optimality conditions for optimization problems with cardinality constraints (Q344949) (← links)
- Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (Q894537) (← links)
- Cardinality constrained portfolio selection problem: a completely positive programming approach (Q898723) (← links)
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (Q1639718) (← links)
- A new fully polynomial time approximation scheme for the interval subset sum problem (Q1675574) (← links)
- On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization (Q1681322) (← links)
- Time-consistent multiperiod mean semivariance portfolio selection with the real constraints (Q1983719) (← links)
- Sequential optimality conditions for cardinality-constrained optimization problems with applications (Q2044577) (← links)
- On the weak stationarity conditions for mathematical programs with cardinality constraints: a unified approach (Q2234331) (← links)
- Valid inequalities for quadratic optimisation with domain constraints (Q2234747) (← links)
- On the structure of linear programs with overlapping cardinality constraints (Q2297664) (← links)
- Multiperiod mean absolute deviation uncertain portfolio selection with real constraints (Q2318272) (← links)
- Sparsity optimization in design of multidimensional filter networks (Q2357910) (← links)
- A multiplicative weights update algorithm for MINLP (Q2397756) (← links)
- An optimal trade-off model for portfolio selection with sensitivity of parameters (Q2628195) (← links)
- Splitting augmented Lagrangian method for optimization problems with a cardinality constraint and semicontinuous variables (Q2829575) (← links)
- On a Reformulation of Mathematical Programs with Cardinality Constraints (Q2942449) (← links)
- Portfolio selection with the effect of systematic risk diversification: formulation and accelerated gradient algorithm (Q4631770) (← links)
- A Nonconvex Optimization Approach to IMRT Planning with Dose–Volume Constraints (Q5087711) (← links)
- On a Reduction for a Class of Resource Allocation Problems (Q5087712) (← links)
- Quadratic Convex Reformulations for Semicontinuous Quadratic Programming (Q5348460) (← links)
- Mathematical Programs with Cardinality Constraints: Reformulation by Complementarity-Type Conditions and a Regularization Method (Q5743614) (← links)
- Relaxation schemes for mathematical programmes with switching constraints (Q5865340) (← links)
- Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)
- Sparse convex optimization toolkit: a mixed-integer framework (Q6087059) (← links)
- Sparse and risk diversification portfolio selection (Q6097487) (← links)
- Relaxed method for optimization problems with cardinality constraints (Q6154400) (← links)
- Distributed primal outer approximation algorithm for sparse convex programming with separable structures (Q6173959) (← links)