On a Reformulation of Mathematical Programs with Cardinality Constraints
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Cites work
- A concave optimization-based approach for sparse portfolio selection
- A local relaxation method for the cardinality constrained portfolio optimization problem
- A polynomial case of the cardinality-constrained quadratic optimization problem
- Algorithm for cardinality-constrained quadratic optimization
- Computational study of a family of mixed-integer quadratic programming problems
- Foundations of optimization
- Heuristics for cardinality constrained portfolio optimization
- Lagrangian relaxation procedure for cardinality-constrained portfolio optimization
- Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
- Recent advances in mathematical programming with semi-continuous variables and cardinality constraint
Cited in
(17)- An augmented Lagrangian method for cardinality-constrained optimization problems
- On the weak stationarity conditions for mathematical programs with cardinality constraints: a unified approach
- On integer and MPCC representability of affine sparsity
- Optimality conditions for sparse nonlinear programming
- Nonlinear chance constrained problems: optimality conditions, regularization and solvers
- Constraint qualifications and optimality conditions for optimization problems with cardinality constraints
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- A sequential algorithm for solving nonlinear optimization problems with chance constraints
- Global optimization for sparse solution of least squares problems
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- A novel representation of rank constraints for real matrices
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- Relaxed method for optimization problems with cardinality constraints
- Global aspects of the continuous reformulation for cardinality-constrained optimization problems
- On stationarity conditions and constraint qualifications for multiobjective optimization problems with cardinality constraints
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