Convex optimization under combinatorial sparsity constraints
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Publication:2102824
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Cites work
- A generalized approach to portfolio optimization: improving performance by constraining portfolio norms
- A polyhedral study of the cardinality constrained knapsack problem
- CSDP, A C library for semidefinite programming
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- Quadratic Combinatorial Optimization Using Separable Underestimators
- Solving Max-cut to optimality by intersecting semidefinite and polyhedral relaxations
- Sparse Approximate Solutions to Linear Systems
- Sparse Optimization with Least-Squares Constraints
- Sparse and stable Markowitz portfolios
- Sparse high-dimensional regression: exact scalable algorithms and phase transitions
- SparseNet: coordinate descent with nonconvex penalties
Cited in
(5)- Sparse convex optimization toolkit: a mixed-integer framework
- Tree-sparse convex programs
- Heuristics for Finding Sparse Solutions of Linear Inequalities
- scientific article; zbMATH DE number 6253954 (Why is no real title available?)
- Restricted normal cones and sparsity optimization with affine constraints
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