Pages that link to "Item:Q842777"

The following pages link to Algorithm for cardinality-constrained quadratic optimization (Q842777):

Displaying 50 items.

• Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
• Best subset selection via a modern optimization lens (Q282479) (← links)
• Feature subset selection for logistic regression via mixed integer optimization (Q301699) (← links)
• Mixed integer second-order cone programming formulations for variable selection in linear regression (Q320071) (← links)
• Constraint qualifications and optimality conditions for optimization problems with cardinality constraints (Q344949) (← links)
• A stochastic programming approach to multicriteria portfolio optimization (Q377738) (← links)
• Recent advances in mathematical programming with semi-continuous variables and cardinality constraint (Q384213) (← links)
• Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (Q742312) (← links)
• Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (Q894537) (← links)
• Cardinality constrained portfolio selection problem: a completely positive programming approach (Q898723) (← links)
• A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem (Q1615960) (← 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)
• Extended formulations in mixed integer conic quadratic programming (Q1688453) (← links)
• Sparse Markowitz portfolio selection by using stochastic linear complementarity approach (Q1716964) (← links)
• Efficient projected gradient methods for cardinality constrained optimization (Q1729947) (← 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)
• A local relaxation method for the cardinality constrained portfolio optimization problem (Q1935581) (← links)
• Time-consistent multiperiod mean semivariance portfolio selection with the real constraints (Q1983719) (← links)
• Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization (Q2003588) (← links)
• Fast algorithms for sparse portfolio selection considering industries and investment styles (Q2022191) (← 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)
• Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate (Q2044819) (← links)
• An augmented Lagrangian method for cardinality-constrained optimization problems (Q2046539) (← links)
• Constructing two-level \(Q_B\)-optimal screening designs using mixed-integer programming and heuristic algorithms (Q2104010) (← links)
• A new algorithm for quadratic integer programming problems with cardinality constraint (Q2174794) (← links)
• Subset selection for multiple linear regression via optimization (Q2182858) (← links)
• A look at robustness and stability of \(\ell_1\)-versus \(\ell_0\)-regularization: discussion of papers by Bertsimas et al. and Hastie et al. (Q2225318) (← links)
• Equally weighted cardinality constrained portfolio selection via factor models (Q2228417) (← links)
• Heuristic algorithms for the cardinality constrained efficient frontier (Q2275807) (← links)
• An efficient optimization approach for best subset selection in linear regression, with application to model selection and fitting in autoregressive time-series (Q2282827) (← links)
• An augmented Lagrangian proximal alternating method for sparse discrete optimization problems (Q2299205) (← links)
• Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection (Q2313749) (← links)
• Characterizations of mixed binary convex quadratic representable sets (Q2316624) (← links)
• Multiperiod mean absolute deviation uncertain portfolio selection with real constraints (Q2318272) (← links)
• On cutting planes for cardinality-constrained linear programs (Q2330656) (← links)
• Linear vs. quadratic portfolio selection models with hard real-world constraints (Q2355713) (← links)
• Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems (Q2393069) (← links)
• A polynomial case of the cardinality-constrained quadratic optimization problem (Q2393087) (← links)
• A cardinality constrained stochastic goal programming model with satisfaction functions for venture capital investment decision making (Q2393343) (← links)
• A new method for mean-variance portfolio optimization with cardinality constraints (Q2393351) (← links)
• On the solution of nonconvex cardinality Boolean quadratic programming problems: a computational study (Q2397091) (← links)
• Solving cardinality constrained mean-variance portfolio problems via MILP (Q2400005) (← links)
• An iterative method for solving a bi-objective constrained portfolio optimization problem (Q2419517) (← links)
• Structural properties of affine sparsity constraints (Q2425165) (← links)
• Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
• A strong sequential optimality condition for cardinality-constrained optimization problems (Q2700003) (← links)
• Mixed Integer Nonlinear Program for Minimization of Akaike’s Information Criterion (Q2819233) (← links)