Search Results - subject:"sparse optimization"

The sparse(st) optimization problem: reformulations, optimality, stationarity, and numerical results

Kanzow, Christian; Schwartz, Alexandra; Weiß, Felix - In: Computational Optimization and Applications 90 (2024) 1, pp. 77-112

We consider the sparse optimization problem with nonlinear constraints and an objective function, which is given by the … suitable constraint qualification as well as second-order conditions for the sparse optimization problem are investigated … some other (globally convergent) methods for sparse optimization problems. …

Persistent link: https://www.econbiz.de/10015361667

A penalty decomposition algorithm with greedy improvement for mean-reverting portfolios with sparsity and volatility constraints

Mousavi, Ahmad; Shen, Jinglai - In: International transactions in operational research : a … 30 (2023) 5, pp. 2415-2435

Persistent link: https://www.econbiz.de/10014259187

On the convergence of inexact alternate minimization in problems with l0 penalties

Lapucci, Matteo; Sortino, Alessio - In: Operations research forum 5 (2024) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10015179777

Robust enhanced indexation optimization with sparse industry layout constraint

Allen-Zhao, Zhihua; Xu, Fengmin; Dai, Yu-Hong; Liu, Sanyang - In: Computers & operations research : an international journal 161 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10014557812

On computing sparse generalized inverses

Ponte, Gabriel; Fampa, Marcia Helena Costa; Lee, Jon; … - In: Operations research letters : a journal of INFORMS … 52 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10015048985

Frank-Wolfe and friends : a journey into projection-free first-order optimization methods

Bomze, Immanuel M.; Rinaldi, Francesco; Zeffiro, Damiano - In: 4OR : quarterly journal of the Belgian, French and … 19 (2021) 3, pp. 313-345

Persistent link: https://www.econbiz.de/10012650681

Sparse solutions of a class of constrained optimization problems

Yang, Lei; Chen, Xiaojun; Xiang, Shuhuang - In: Mathematics of operations research 47 (2022) 3, pp. 1932-1956

Persistent link: https://www.econbiz.de/10013374977

Convex optimization under combinatorial sparsity constraints

Buchheim, Christoph; Traversi, Emiliano - In: Operations research letters 50 (2022) 6, pp. 632-638

Persistent link: https://www.econbiz.de/10014230140

A general regularized continuous formulation for the maximum clique problem

Hungerford, James T.; Rinaldi, Francesco - In: Mathematics of operations research 44 (2019) 4, pp. 1161-1173

Persistent link: https://www.econbiz.de/10012128344

The sparsest solution of the union of finite polytopes via its nonconvex relaxation

You, Guowei; Huang, Zheng-Hai; Wang, Yong - In: Mathematical methods of operations research 89 (2019) 3, pp. 485-507

Persistent link: https://www.econbiz.de/10012035510