The smoothing objective penalty function method for two-cardinality sparse constrained optimization problems

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

Cites work

A mathematical introduction to compressive sensing
A polynomial case of the cardinality-constrained quadratic optimization problem
A smoothing method for sparse optimization over convex sets
A smoothing objective penalty function algorithm for inequality constrained optimization problems
An efficient optimization approach for a cardinality-constrained index tracking problem
Bregman Iterative Algorithms for $\ell_1$-Minimization with Applications to Compressed Sensing
Computation of second-order directional stationary points for group sparse optimization
Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization
DC approximation approaches for sparse optimization
DC formulations and algorithms for sparse optimization problems
Decoding by Linear Programming
Equivalence of minimal $\ell _{0}$- and $\ell _{p }$-norm solutions of linear equalities, inequalities and linear programs for sufficiently small $p$
Lower bound theory of nonzero entries in solutions of $\ell_2-\ell_p$ minimization
Near-Optimal Signal Recovery From Random Projections: Universal Encoding Strategies?
Non-Linear Programming Via Penalty Functions
On Smoothing Exact Penalty Functions for Convex Constrained Optimization
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
On the smoothing of the square-root exact penalty function for inequality constrained optimization
On verifiable sufficient conditions for sparse signal recovery via $\ell_{1}$ minimization
Optimality conditions for sparse nonlinear programming
Restricted Robinson constraint qualification and optimality for cardinality-constrained cone programming
Second-Order Smoothing Objective Penalty Function for Constrained Optimization Problems
Smoothing Nonlinear Penalty Functions for Constrained Optimization Problems
Sparsity constrained nonlinear optimization: optimality conditions and algorithms

Cited in

(3)

A penalty decomposition approach for multi-objective cardinality-constrained optimization problems
Two Classes of Smooth Objective Penalty Functions for Constrained Problems
A bilinear formulation for vector sparsity optimization

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)