Pages that link to "Item:Q1639718"

The following pages link to Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (Q1639718):

Displaying 13 items.

• Second-order optimality conditions and improved convergence results for regularization methods for cardinality-constrained optimization problems (Q1670095) (← links)
• Sequential optimality conditions for cardinality-constrained optimization problems with applications (Q2044577) (← links)
• An augmented Lagrangian method for cardinality-constrained optimization problems (Q2046539) (← links)
• A comparative study of sequential optimality conditions for mathematical programs with cardinality constraints (Q2116622) (← links)
• Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) (← links)
• On the weak stationarity conditions for mathematical programs with cardinality constraints: a unified approach (Q2234331) (← links)
• Optimality conditions for mathematical programs with orthogonality type constraints (Q2687743) (← links)
• A strong sequential optimality condition for cardinality-constrained optimization problems (Q2700003) (← links)
• A Columnwise Update Algorithm for Sparse Stochastic Matrix Factorization (Q5057774) (← links)
• The smoothing objective penalty function method for two-cardinality sparse constrained optimization problems (Q5077161) (← links)
• Relaxation schemes for mathematical programmes with switching constraints (Q5865340) (← links)
• A unifying framework for sparsity-constrained optimization (Q6086139) (← links)
• Relaxed method for optimization problems with cardinality constraints (Q6154400) (← links)