A penalty decomposition approach for multi-objective cardinality-constrained optimization problems-Reference-Cited by-同舟云学术

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

Published:2022-04-21 Issue:6 Volume:37 Page:2157-2189
ISSN:1055-6788
Container-title:Optimization Methods and Software
language:en
Short-container-title:Optimization Methods and Software

Author:

Lapucci Matteo¹^ORCID

Affiliation:

1. DINFO, Università di Firenze, Firenze, Italy

Publisher

Informa UK Limited

Subject

Applied Mathematics,Control and Optimization,Software

Link

https://www.tandfonline.com/doi/pdf/10.1080/10556788.2022.2060972

Reference57 articles.

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2. Optimization with Sparsity-Inducing Penalties

3. Sparsity Constrained Nonlinear Optimization: Optimality Conditions and Algorithms

4. D. Bertsimas and R. Cory-Wright, A scalable algorithm for sparse portfolio selection, preprint (2018). Available at arXiv:1811.00138.

5. Logistic Regression: From Art to Science

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