A polynomial case of the cardinality-constrained quadratic optimization problem

DOI10.1007/S10898-012-9853-ZzbMATH Open1296.90085DBLPjournals/jgo/GaoL13OpenAlexW1996696279WikidataQ57445426 ScholiaQ57445426MaRDI QIDQ2393087FDOQ2393087

Authors J. J. Gao, Duan Li

Publication date 7 August 2013

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10898-012-9853-z

zbMATH Keywords

nonconvex optimizationcell enumerationcardinality-constrained quadratic optimizationfixed parameter polynomial algorithm

Mathematics Subject Classification ID

Quadratic programming (90C20) Abstract computational complexity for mathematical programming problems (90C60)

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Cites work

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• A polynomial case of unconstrained zero-one quadratic optimization
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• Cardinality Constrained Linear-Quadratic Optimal Control
• Compressed sensing
• Computational study of a family of mixed-integer quadratic programming problems
• Heuristics for cardinality constrained portfolio optimization
• Lagrangian relaxation procedure for cardinality-constrained portfolio optimization
• OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION
• Randomized portfolio selection, with constraints
• Reverse search for enumeration
• Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information

Cited in

(15)

• On a Reformulation of Mathematical Programs with Cardinality Constraints
• Recent advances in mathematical programming with semi-continuous variables and cardinality constraint
• A polynomial case of convex integer quadratic programming problems with box integer constraints
• A Nonconvex Optimization Approach to IMRT Planning with Dose–Volume Constraints
• Splitting augmented Lagrangian method for optimization problems with a cardinality constraint and semicontinuous variables
• Algorithm for cardinality-constrained quadratic optimization
• Cardinality minimization, constraints, and regularization: a survey
• Equally weighted cardinality constrained portfolio selection via factor models
• Polynomially solvable cases of the constant rank unconstrained quadratic 0-1 programming problem
• Sparse tangent portfolio selection via semi-definite relaxation
• Subset selection in sparse matrices
• Restricted Robinson constraint qualification and optimality for cardinality-constrained cone programming
• A new algorithm for quadratic integer programming problems with cardinality constraint
• Sparse approximation over the cube
• The smoothing objective penalty function method for two-cardinality sparse constrained optimization problems

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