Pages that link to "Item:Q842777"
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The following pages link to Algorithm for cardinality-constrained quadratic optimization (Q842777):
Displaying 46 items.
- Splitting augmented Lagrangian method for optimization problems with a cardinality constraint and semicontinuous variables (Q2829575) (← links)
- Exact Solution Methods for the k-Item Quadratic Knapsack Problem (Q2835673) (← links)
- Optimal cardinality constrained portfolio selection (Q2846429) (← links)
- Cutting-planes for weakly-coupled \(0/1\) second order cone programs (Q2883643) (← links)
- Subgradient Based Outer Approximation for Mixed Integer Second Order Cone Programming (Q2897293) (← links)
- A concave optimization-based approach for sparse portfolio selection (Q2905343) (← links)
- Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach (Q2940060) (← links)
- On a Reformulation of Mathematical Programs with Cardinality Constraints (Q2942449) (← links)
- Large-Scale Loan Portfolio Selection (Q2957455) (← links)
- A Conic Representation of the Convex Hull of Disjunctive Sets and Conic Cuts for Integer Second Order Cone Optimization (Q3462302) (← links)
- Lagrangian relaxation procedure for cardinality-constrained portfolio optimization (Q3514845) (← links)
- Minimization of Akaike's information criterion in linear regression analysis via mixed integer nonlinear program (Q4637833) (← links)
- Optimization for <i>L</i><sub>1</sub>-Norm Error Fitting via Data Aggregation (Q4995061) (← links)
- A Mixed-Integer Fractional Optimization Approach to Best Subset Selection (Q4995087) (← links)
- Optimal Portfolio Diversification via Independent Component Analysis (Q5031000) (← links)
- Sparsity constrained optimization problems via disjunctive programming (Q5039398) (← links)
- A Columnwise Update Algorithm for Sparse Stochastic Matrix Factorization (Q5057774) (← links)
- Global optimization for sparse solution of least squares problems (Q5058393) (← links)
- A penalty decomposition approach for multi-objective cardinality-constrained optimization problems (Q5058409) (← 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)
- Risk-Averse Stochastic Programming vs. Adaptive Robust Optimization: A Virtual Power Plant Application (Q5087740) (← links)
- A Combinatorial Approach for Small and Strong Formulations of Disjunctive Constraints (Q5108220) (← links)
- The Trimmed Lasso: Sparse Recovery Guarantees and Practical Optimization by the Generalized Soft-Min Penalty (Q5162621) (← links)
- A penalty PALM method for sparse portfolio selection problems (Q5268895) (← links)
- Quadratic Convex Reformulations for Semicontinuous Quadratic Programming (Q5348460) (← links)
- Mathematical Programs with Cardinality Constraints: Reformulation by Complementarity-Type Conditions and a Regularization Method (Q5743614) (← links)
- A low-cost alternating projection approach for a continuous formulation of convex and cardinality constrained optimization (Q6063782) (← links)
- Portfolio management with higher moments: the cardinality impact (Q6066673) (← links)
- Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)
- A unifying framework for sparsity-constrained optimization (Q6086139) (← links)
- Modeling combinatorial disjunctive constraints via junction trees (Q6120845) (← links)
- Budget constrained model selection for multiple linear regression (Q6141733) (← links)
- Relaxed method for optimization problems with cardinality constraints (Q6154400) (← links)
- A Fuzzy Goal Programming Model for Venture Capital Investment Decision Making (Q6160426) (← links)
- Distributed primal outer approximation algorithm for sparse convex programming with separable structures (Q6173959) (← links)
- A mixed-integer exponential cone programming formulation for feature subset selection in logistic regression (Q6491335) (← links)
- Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices (Q6555146) (← links)
- Cardinality minimization, constraints, and regularization: a survey (Q6585278) (← links)
- Techniques for accelerating branch-and-bound algorithms dedicated to sparse optimization (Q6585819) (← links)
- Sequential M-stationarity conditions for general optimization problems (Q6595555) (← links)
- Nonconvex multi-period mean-variance portfolio optimization (Q6596973) (← links)
- Optimality conditions and constraint qualifications for cardinality constrained optimization problems (Q6615623) (← links)
- Relaxation approaches for nonlinear sparse optimization problems (Q6618213) (← links)
- Regularized scalar-on-function regression analysis to assess functional association of critical physical activity window with biological age (Q6665463) (← links)
- Sparse least squares K-SVCR multi-class classification (Q6668162) (← links)
