Cardinality minimization, constraints, and regularization: a survey

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Publication:6585278

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DOI10.1137/21m142770xMaRDI QIDQ6585278

Bienstock, Daniel, Alexandra Schwartz, Andreas M. Tillmann, Andrea Lodi

Publication date: 9 August 2024

Published in: SIAM Review (Search for Journal in Brave)

zbMATH Keywords

regularization mixed integer programming portfolio optimization signal processing regression cardinality constraints machine learning sparsity

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Mixed integer programming (90C11) Nonconvex programming, global optimization (90C26) Approximation methods and heuristics in mathematical programming (90C59) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Portfolio theory (91G10)

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