Pages that link to "Item:Q5743614"
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The following pages link to Mathematical Programs with Cardinality Constraints: Reformulation by Complementarity-Type Conditions and a Regularization Method (Q5743614):
Displaying 50 items.
- Constraint qualifications and optimality conditions for optimization problems with cardinality constraints (Q344949) (← links)
- A quadratic penalty method for hypergraph matching (Q683734) (← links)
- An enhanced logical benders approach for linear programs with complementarity constraints (Q785626) (← links)
- A penalty method for rank minimization problems in symmetric matrices (Q1616933) (← links)
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (Q1639718) (← links)
- Second-order optimality conditions and improved convergence results for regularization methods for cardinality-constrained optimization problems (Q1670095) (← links)
- Restricted Robinson constraint qualification and optimality for cardinality-constrained cone programming (Q1682972) (← links)
- A study of the difference-of-convex approach for solving linear programs with complementarity constraints (Q1749452) (← links)
- Alternating direction method of multipliers for truss topology optimization with limited number of nodes: a cardinality-constrained second-order cone programming approach (Q1787322) (← links)
- Tractable ADMM schemes for computing KKT points and local minimizers for \(\ell_0\)-minimization problems (Q2026765) (← links)
- Sequential optimality conditions for cardinality-constrained optimization problems with applications (Q2044577) (← links)
- An augmented Lagrangian method for cardinality-constrained optimization problems (Q2046539) (← links)
- Second order variational analysis of disjunctive constraint sets and its applications to optimization problems (Q2047208) (← links)
- A convex relaxation framework consisting of a primal-dual alternative algorithm for solving \(\ell_0\) sparsity-induced optimization problems with application to signal recovery based image restoration (Q2095175) (← links)
- On nondegenerate M-stationary points for sparsity constrained nonlinear optimization (Q2114575) (← links)
- Sufficient conditions for metric subregularity of constraint systems with applications to disjunctive and ortho-disjunctive programs (Q2116023) (← links)
- A comparative study of sequential optimality conditions for mathematical programs with cardinality constraints (Q2116622) (← links)
- The use of grossone in elastic net regularization and sparse support vector machines (Q2156901) (← links)
- Stationarity conditions and constraint qualifications for mathematical programs with switching constraints. With applications to either-or-constrained programming (Q2188244) (← links)
- Mathematical programs with complementarity constraints and a non-Lipschitz objective: optimality and approximation (Q2220667) (← links)
- On the weak stationarity conditions for mathematical programs with cardinality constraints: a unified approach (Q2234331) (← links)
- Solving linear programs with complementarity constraints using branch-and-cut (Q2281449) (← links)
- On integer and MPCC representability of affine sparsity (Q2294300) (← links)
- On the structure of linear programs with overlapping cardinality constraints (Q2297664) (← links)
- An augmented Lagrangian proximal alternating method for sparse discrete optimization problems (Q2299205) (← links)
- Optimality conditions for sparse nonlinear programming (Q2361004) (← links)
- Solving cardinality constrained mean-variance portfolio problems via MILP (Q2400005) (← links)
- Structural properties of affine sparsity constraints (Q2425165) (← links)
- Optimality conditions for mathematical programs with orthogonality type constraints (Q2687743) (← links)
- Conic formulation of QPCCs applied to truly sparse QPs (Q2696922) (← links)
- A strong sequential optimality condition for cardinality-constrained optimization problems (Q2700003) (← links)
- Splitting augmented Lagrangian method for optimization problems with a cardinality constraint and semicontinuous variables (Q2829575) (← links)
- Several Classes of Stationary Points for Rank Regularized Minimization Problems (Q3300765) (← links)
- A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints (Q4637499) (← links)
- Least Sparsity of $p$-Norm Based Optimization Problems with $p>1$ (Q4687239) (← links)
- An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems (Q5060779) (← links)
- A Scalable Algorithm for Sparse Portfolio Selection (Q5087719) (← links)
- On the linear independence constraint qualification in disjunctive programming (Q5151501) (← links)
- Mathematical Programs with Cardinality Constraints: Reformulation by Complementarity-Type Conditions and a Regularization Method (Q5743614) (← links)
- A survey on compressive sensing: classical results and recent advancements (Q5855706) (← links)
- Relaxation schemes for mathematical programmes with switching constraints (Q5865340) (← links)
- Critical point theory for sparse recovery (Q5880388) (← links)
- An augmented Lagrangian method for optimization problems with structured geometric constraints (Q6038673) (← links)
- Sparse optimization via vector \(k\)-norm and DC programming with an application to feature selection for support vector machines (Q6051312) (← links)
- A low-cost alternating projection approach for a continuous formulation of convex and cardinality constrained optimization (Q6063782) (← links)
- Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)
- A unifying framework for sparsity-constrained optimization (Q6086139) (← links)
- A wonderful triangle in compressed sensing (Q6122304) (← links)
- Inexact penalty decomposition methods for optimization problems with geometric constraints (Q6133301) (← links)
- Relaxed method for optimization problems with cardinality constraints (Q6154400) (← links)
