A penalty decomposition approach for multi-objective cardinality-constrained optimization problems

DOI10.1080/10556788.2022.2060972OpenAlexW4224297861MaRDI QIDQ5058409

Matteo Lapucci

Publication date: 20 December 2022

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2022.2060972

zbMATH Keywords

global convergencemulti-objective optimizationcardinality constraintsportfolio selection problempenalty decomposition method

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Multi-objective and goal programming (90C29) Nonlinear programming (90C30)

Related Items (1)

Inexact penalty decomposition methods for optimization problems with geometric constraints

Uses Software

• UCI-ml
• Gurobi
• OLAF
• ACRS
• NumPy
• glasso
• ElemStatLearn
• ASMO

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