A concave optimization-based approach for sparse multiobjective programming
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Publication:2174899
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Cites work
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Cited in
(10)- MOEA/D with chain-based random local search for sparse optimization
- Linear-step solvability of some folded concave and singly-parametric sparse optimization problems
- A greedy Newton-type method for multiple sparse constraint problem
- A penalty decomposition approach for multi-objective cardinality-constrained optimization problems
- Sparse convex optimization toolkit: a mixed-integer framework
- Inexact penalty decomposition methods for optimization problems with geometric constraints
- Cardinality-Constrained Multi-objective Optimization: Novel Optimality Conditions and Algorithms
- An effective subgradient algorithm via Mifflin's line search for nonsmooth nonconvex multiobjective optimization
- On the computation of the efficient frontier in advanced sparse portfolio optimization
- Concave programming for minimizing the zero-norm over polyhedral sets
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