The smoothing objective penalty function method for two-cardinality sparse constrained optimization problems
From MaRDI portal
Publication:5077161
DOI10.1080/02331934.2021.2011866zbMath1493.90184OpenAlexW4200330300MaRDI QIDQ5077161
Zhiqing Meng, Chuangyin Dang, Min Jiang, Rui Shen
Publication date: 18 May 2022
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331934.2021.2011866
algorithmerror estimationsmoothing penalty functionsmoothing objective penalty functiontwo-cardinality sparse constrained optimization problem
Cites Work
- DC approximation approaches for sparse optimization
- A mathematical introduction to compressive sensing
- On verifiable sufficient conditions for sparse signal recovery via \(\ell_{1}\) minimization
- Equivalence of minimal \(\ell _{0}\)- and \(\ell _{p }\)-norm solutions of linear equalities, inequalities and linear programs for sufficiently small \(p\)
- On the smoothing of the square-root exact penalty function for inequality constrained optimization
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization
- Restricted Robinson constraint qualification and optimality for cardinality-constrained cone programming
- DC formulations and algorithms for sparse optimization problems
- A smoothing method for sparse optimization over convex sets
- Optimality conditions for sparse nonlinear programming
- A polynomial case of the cardinality-constrained quadratic optimization problem
- An efficient optimization approach for a cardinality-constrained index tracking problem
- Sparsity Constrained Nonlinear Optimization: Optimality Conditions and Algorithms
- Lower Bound Theory of Nonzero Entries in Solutions of $\ell_2$-$\ell_p$ Minimization
- A Smoothing Objective Penalty Function Algorithm for Inequality Constrained Optimization Problems
- Decoding by Linear Programming
- Near-Optimal Signal Recovery From Random Projections: Universal Encoding Strategies?
- On Smoothing Exact Penalty Functions for Convex Constrained Optimization
- Smoothing Nonlinear Penalty Functions for Constrained Optimization Problems
- On the Equivalence Between a Minimal Codomain Cardinality Riesz Basis Construction, a System of Hadamard–Sylvester Operators, and a Class of Sparse, Binary Optimization Problems
- Computation of second-order directional stationary points for group sparse optimization
- Second-Order Smoothing Objective Penalty Function for Constrained Optimization Problems
- Bregman Iterative Algorithms for $\ell_1$-Minimization with Applications to Compressed Sensing
- Non-Linear Programming Via Penalty Functions