Convergent inexact penalty decomposition methods for cardinality-constrained problems

DOI10.1007/s10957-020-01793-9zbMath1470.90094OpenAlexW3112057963MaRDI QIDQ2031962

Matteo Lapucci, Tommaso Levato, Marco Sciandrone

Publication date: 15 June 2021

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-020-01793-9

zbMATH Keywords

global convergencenonconvex optimizationderivative-free optimizationcardinality constraintpenalty decomposition method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)

Related Items (max. 100)

A unifying framework for sparsity-constrained optimization ⋮ Inexact penalty decomposition methods for optimization problems with geometric constraints

Uses Software

• UCI-ml
• SDBOX
• DFL
• SciPy
• glasso
• ElemStatLearn
• Python
• DIRMIN
• TESTGO
• DFBOX_IMPR
• DFN

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