On a Reformulation of Mathematical Programs with Cardinality Constraints

DOI10.1007/978-3-319-08377-3_1zbMath1327.90228OpenAlexW177423371MaRDI QIDQ2942449

Alexandra Schwartz, Christian Kanzow, Oleg P. Burdakov

Publication date: 11 September 2015

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-08377-3_1

zbMATH Keywords

local minimacardinality constraintsstationary pointscomplementarity constraintsglobal minimaM-stationarity

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (7)

Optimality conditions for sparse nonlinear programming ⋮ Nonlinear chance constrained problems: optimality conditions, regularization and solvers ⋮ Global optimization for sparse solution of least squares problems ⋮ A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints ⋮ On the weak stationarity conditions for mathematical programs with cardinality constraints: a unified approach ⋮ Mathematical Programs with Cardinality Constraints: Reformulation by Complementarity-Type Conditions and a Regularization Method ⋮ A novel representation of rank constraints for real matrices

Cites Work

• Recent advances in mathematical programming with semi-continuous variables and cardinality constraint
• Algorithm for cardinality-constrained quadratic optimization
• Foundations of optimization
• Heuristics for cardinality constrained portfolio optimization
• Computational study of a family of mixed-integer quadratic programming problems
• A local relaxation method for the cardinality constrained portfolio optimization problem
• A polynomial case of the cardinality-constrained quadratic optimization problem
• Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity
• A concave optimization-based approach for sparse portfolio selection
• Lagrangian relaxation procedure for cardinality-constrained portfolio optimization

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