10 citations · 12 across the 5 of their papers we have counts for
5 papers
The Sparse(st) Optimization Problem: Reformulations, Optimality, Stationarity, and Numerical Results
Christian Kanzow, Alexandra Schwarz, Felix Weiß
We consider the sparse optimization problem with nonlinear constraints and an objective function, which is given by the sum of a general smooth mapping and an additional term defin…
Cardinality Minimization, Constraints, and Regularization: A Survey
Andreas M. Tillmann, Daniel Bienstock, Andrea Lodi +1
We survey optimization problems that involve the cardinality of variable vectors in constraints or the objective function. We provide a unified viewpoint on the general problem cla…
A Study of One-Parameter Regularization Methods for Mathematical Programs with Vanishing Constraints
Tim Hoheisel, Blanca Pablos, Aram-Alexandre Pooladian +2
Mathematical programs with vanishing constraints (MPVCs) are a class of nonlinear optimization problems with applications to various engineering problems such as truss topology des…
Second Order Optimality Conditions and Improved Convergence Results for a Scholtes-type Regularization for a Continuous Reformulation of Cardinality Constrained Optimization Problems
Max Bucher, Alexandra Schwartz
We consider nonlinear optimization problems with cardinality constraints. Based on a continuous reformulation we introduce second order necessary and sufficient optimality conditio…
Convergence of a Scholtes-type Regularization Method for Cardinality-Constrained Optimization Problems with an Application in Sparse Robust Portfolio Optimization
Martin Branda, Max Bucher, Michal Červinka +1
We consider general nonlinear programming problems with cardinality constraints. By relaxing the binary variables which appear in the natural mixed-integer programming formulation,…