Algorithm for cardinality-constrained quadratic optimization
From MaRDI portal
Recommendations
- A new algorithm for quadratic integer programming problems with cardinality constraint
- A polynomial case of the cardinality-constrained quadratic optimization problem
- Algorithms for bound constrained quadratic programming problems
- Approximation algorithms for quadratic programming
- Publication:3204337
- Algorithms for quadratic constrained matrix problems
- Algorithms for the quasiconvex feasibility problem
- Algorithms for quasiconvex minimization
- An efficient algorithm for convex quadratic semi-definite optimization
- An Algorithm for Large-Scale Quadratic Programming
Cites work
- scientific article; zbMATH DE number 46873 (Why is no real title available?)
- scientific article; zbMATH DE number 837298 (Why is no real title available?)
- scientific article; zbMATH DE number 274379 (Why is no real title available?)
- A Simple Algorithm for Optimal Portfolio Selection with Fixed Transaction Costs
- Bimatrix Equilibrium Points and Mathematical Programming
- Computational study of a family of mixed-integer quadratic programming problems
- Equilibrium Points of Bimatrix Games
- Heuristic algorithms for the portfolio selection problem with minimum transaction lots
- Heuristics for cardinality constrained portfolio optimization
- Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints
- Regressions by Leaps and Bounds
- Selection of Variables in Linear Regression Using the Minimum Sum of Weighted Absolute Errors Criterion
- The Optimal Selection of Small Portfolios
Cited in
(99)- Mixed integer nonlinear program for minimization of Akaike's information criterion
- Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices
- A low-cost alternating projection approach for a continuous formulation of convex and cardinality constrained optimization
- Distributed primal outer approximation algorithm for sparse convex programming with separable structures
- Risk-Averse Stochastic Programming vs. Adaptive Robust Optimization: A Virtual Power Plant Application
- Splitting augmented Lagrangian method for optimization problems with a cardinality constraint and semicontinuous variables
- Optimal portfolio diversification via independent component analysis
- A mixed-integer exponential cone programming formulation for feature subset selection in logistic regression
- Cardinality minimization, constraints, and regularization: a survey
- Budget constrained model selection for multiple linear regression
- Techniques for accelerating branch-and-bound algorithms dedicated to sparse optimization
- Equally weighted cardinality constrained portfolio selection via factor models
- Optimality conditions and constraint qualifications for cardinality constrained optimization problems
- Relaxation approaches for nonlinear sparse optimization problems
- Cardinality-constrained structured data-fitting problems
- An iterative method for solving a bi-objective constrained portfolio optimization problem
- A Columnwise Update Algorithm for Sparse Stochastic Matrix Factorization
- Complex portfolio selection via convex mixed‐integer quadratic programming: a survey
- The trimmed Lasso: sparse recovery guarantees and practical optimization by the generalized soft-min penalty
- Sequential M-stationarity conditions for general optimization problems
- Global optimization for sparse solution of least squares problems
- Nonconvex multi-period mean-variance portfolio optimization
- A strong sequential optimality condition for cardinality-constrained optimization problems
- Minimization of Akaike's information criterion in linear regression analysis via mixed integer nonlinear program
- Optimization for L1-Norm Error Fitting via Data Aggregation
- Relaxed method for optimization problems with cardinality constraints
- A Fuzzy Goal Programming Model for Venture Capital Investment Decision Making
- Modeling combinatorial disjunctive constraints via junction trees
- Regularized scalar-on-function regression analysis to assess functional association of critical physical activity window with biological age
- The greedy simplex algorithm for double sparsity constrained optimization problems
- Sparse least squares K-SVCR multi-class classification
- Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach
- On a Reformulation of Mathematical Programs with Cardinality Constraints
- Recent advances in mathematical programming with semi-continuous variables and cardinality constraint
- Efficient projected gradient methods for cardinality constrained optimization
- Heuristic algorithms for the cardinality constrained efficient frontier
- A combinatorial approach for small and strong formulations of disjunctive constraints
- A concave optimization-based approach for sparse portfolio selection
- Extended formulations in mixed integer conic quadratic programming
- Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate
- Sequential optimality conditions for cardinality-constrained optimization problems with applications
- Sparsity constrained optimization problems via disjunctive programming
- Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization
- A new method for mean-variance portfolio optimization with cardinality constraints
- A look at robustness and stability of \(\ell_1\)-versus \(\ell_0\)-regularization: discussion of papers by Bertsimas et al. and Hastie et al.
- Linear vs. quadratic portfolio selection models with hard real-world constraints
- On cutting planes for cardinality-constrained linear programs
- Quadratic convex reformulations for semicontinuous quadratic programming
- A local relaxation method for the cardinality constrained portfolio optimization problem
- A penalty decomposition approach for multi-objective cardinality-constrained optimization problems
- Sparse Markowitz portfolio selection by using stochastic linear complementarity approach
- Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints
- Subgradient based outer approximation for mixed integer second order cone programming
- Cutting-planes for weakly-coupled \(0/1\) second order cone programs
- Mathematical programs with cardinality constraints: reformulation by complementarity-type conditions and a regularization method
- Exact solution methods for the \(k\)-item quadratic knapsack problem
- Subset selection for multiple linear regression via optimization
- Tractable ADMM schemes for computing KKT points and local minimizers for \(\ell_0\)-minimization problems
- A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem
- Solving cardinality constrained mean-variance portfolio problems via MILP
- Time-consistent multiperiod mean semivariance portfolio selection with the real constraints
- Twenty years of linear programming based portfolio optimization
- Best subset selection via a modern optimization lens
- A stochastic programming approach to multicriteria portfolio optimization
- Fast algorithms for sparse portfolio selection considering industries and investment styles
- Improving the performance of MIQP solvers for quadratic programs with cardinality and minimum threshold constraints: a semidefinite program approach
- Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm
- Large-Scale Loan Portfolio Selection
- Cardinality constrained portfolio selection problem: a completely positive programming approach
- A Mixed-Integer Fractional Optimization Approach to Best Subset Selection
- Restricted Robinson constraint qualification and optimality for cardinality-constrained cone programming
- An efficient optimization approach for best subset selection in linear regression, with application to model selection and fitting in autoregressive time-series
- Feature subset selection for logistic regression via mixed integer optimization
- A new algorithm for quadratic integer programming problems with cardinality constraint
- Optimization problems with cardinality constraints
- A Scalable Algorithm for Sparse Portfolio Selection
- Characterizations of mixed binary convex quadratic representable sets
- A cardinality constrained stochastic goal programming model with satisfaction functions for venture capital investment decision making
- On the solution of nonconvex cardinality Boolean quadratic programming problems: a computational study
- Mixed integer second-order cone programming formulations for variable selection in linear regression
- A penalty PALM method for sparse portfolio selection problems
- Constructing two-level \(Q_B\)-optimal screening designs using mixed-integer programming and heuristic algorithms
- A polynomial case of the cardinality-constrained quadratic optimization problem
- Alternating direction method of multipliers for truss topology optimization with limited number of nodes: a cardinality-constrained second-order cone programming approach
- Structural properties of affine sparsity constraints
- Optimal cardinality constrained portfolio selection
- Lagrangian relaxation procedure for cardinality-constrained portfolio optimization
- Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization
- Portfolio management with higher moments: the cardinality impact
- Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems
- Constraint qualifications and optimality conditions for optimization problems with cardinality constraints
- Multiperiod mean absolute deviation uncertain portfolio selection with real constraints
- An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems
- A conic representation of the convex hull of disjunctive sets and conic cuts for integer second order cone optimization
- An augmented Lagrangian method for cardinality-constrained optimization problems
- Second-order optimality conditions and improved convergence results for regularization methods for cardinality-constrained optimization problems
- An augmented Lagrangian proximal alternating method for sparse discrete optimization problems
- A unifying framework for sparsity-constrained optimization
This page was built for publication: Algorithm for cardinality-constrained quadratic optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q842777)
