The smoothing objective penalty function method for two-cardinality sparse constrained optimization problems
DOI10.1080/02331934.2021.2011866zbMATH Open1493.90184OpenAlexW4200330300MaRDI QIDQ5077161FDOQ5077161
Authors: Min Jiang, Zhiqing Meng, R. Shen, Chuangyin Dang
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
Recommendations
- Convergent inexact penalty decomposition methods for cardinality-constrained problems
- Second-Order Smoothing Objective Penalty Function for Constrained Optimization Problems
- Two Classes of Smooth Objective Penalty Functions for Constrained Problems
- Smoothing approximation to \(l_{1}\) exact penalty function for constrained optimization problems
- A second-order smooth penalty function algorithm for constrained optimization problems
algorithmerror estimationsmoothing penalty functionsmoothing objective penalty functiontwo-cardinality sparse constrained optimization problem
Cites Work
- Near-Optimal Signal Recovery From Random Projections: Universal Encoding Strategies?
- Decoding by Linear Programming
- Sparsity constrained nonlinear optimization: optimality conditions and algorithms
- Lower bound theory of nonzero entries in solutions of \(\ell_2-\ell_p\) minimization
- A mathematical introduction to compressive sensing
- Bregman Iterative Algorithms for $\ell_1$-Minimization with Applications to Compressed Sensing
- On verifiable sufficient conditions for sparse signal recovery via \(\ell_{1}\) minimization
- Non-Linear Programming Via Penalty Functions
- A smoothing objective penalty function algorithm for inequality constrained optimization problems
- DC approximation approaches for sparse optimization
- On Smoothing Exact Penalty Functions for Convex Constrained Optimization
- Smoothing Nonlinear Penalty Functions for Constrained Optimization Problems
- On the smoothing of the square-root exact penalty function for inequality constrained optimization
- Second-Order Smoothing Objective Penalty Function for Constrained Optimization Problems
- A polynomial case of the cardinality-constrained quadratic optimization problem
- Equivalence of minimal \(\ell _{0}\)- and \(\ell _{p }\)-norm solutions of linear equalities, inequalities and linear programs for sufficiently small \(p\)
- Optimality conditions for sparse nonlinear programming
- An efficient optimization approach for a cardinality-constrained index tracking problem
- DC formulations and algorithms for sparse optimization problems
- 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
- A smoothing method for sparse optimization over convex sets
- 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
Cited In (3)
This page was built for publication: The smoothing objective penalty function method for two-cardinality sparse constrained optimization problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5077161)