Relaxed method for optimization problems with cardinality constraints

DOI10.1007/S10898-023-01317-5MaRDI QIDQ6154400zbMATH OpenOpenAlexFDO

Authors Yan-Chao Liang, Guihua Lin

Publication date 15 February 2024

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

Full work available at URL https://doi.org/10.1007/s10898-023-01317-5

zbMATH Keywords

constraint qualificationsglobal convergenceM-stationarityoptimization problems with cardinality constraintrelaxed methodS-stationarity

Mathematics Subject Classification ID

Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Optimality conditions and duality in mathematical programming (90C46)

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Cites work

• A concave optimization-based approach for sparse portfolio selection
• A local relaxation method for the cardinality constrained portfolio optimization problem
• A new regularization scheme for mathematical programs with complementarity constraints
• Algorithm for cardinality-constrained quadratic optimization
• An augmented Lagrangian method for cardinality-constrained optimization problems
• Computational study of a family of mixed-integer quadratic programming problems
• Constraint qualifications and optimality conditions for optimization problems with cardinality constraints
• Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization
• scientific article; zbMATH DE number 1906319 (Why is no real title available?)
• Mathematical programs with cardinality constraints: reformulation by complementarity-type conditions and a regularization method
• Optimization problems with cardinality constraints
• Recent advances in mathematical programming with semi-continuous variables and cardinality constraint
• SDP diagonalizations and perspective cuts for a class of nonseparable MIQP
• Second-order optimality conditions and improved convergence results for regularization methods for cardinality-constrained optimization problems
• Sequential optimality conditions for cardinality-constrained optimization problems with applications
• Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach
• The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited

Cited in

(1)

• Optimality conditions and constraint qualifications for cardinality constrained optimization problems

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