Cardinality Minimization, Constraints, and Regularization: A Survey

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

doi:10.1137/21m142770x

SIAM Rev.

2024

DOI: 10.1137/21m142770x

|View full text |Cite

Cardinality Minimization, Constraints, and Regularization: A Survey

Andreas M. Tillmann,

Daniel Bienstock,

Andrea Lodi

et al.

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...

Citation Types

Supporting

Mentioning

Contrasting

Year Published

2024

2025

Publication Types

Select...

Article4

Relationship

Self Cite0

Independent4

Authors

Journals

Cited by 4 publications

References 328 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

Sparsity penalized mean–variance portfolio selection: analysis and computation

Şen,

Akkaya,

Pınar

2024

Math. Program.

View full text Add to dashboard Cite

Sparsity penalized mean–variance portfolio selection: analysis and computation

Şen,

Akkaya,

Pınar

2024

Math. Program.

View full text Add to dashboard Cite

Explicit convex hull description of bivariate quadratic sets with indicator variables

De Rosa,

Khajavirad

2024

Math. Program.

View full text Add to dashboard Cite

We consider the nonconvex set $${{\mathcal {S}}}_n = \{(x,X,z): X = x x^T, \; x (1-z) =0,\; x \ge 0,\; z \in \{0,1\}^n\}$$ S n = { ( x , X , z ) : X = x x T , x ( 1 - z ) = 0 , x ≥ 0 , z ∈ { 0 , 1 } n } , which is closely related to the feasible region of several difficult nonconvex optimization problems such as the best subset selection and constrained portfolio optimization. Utilizing ideas from convex analysis and disjunctive programming, we obtain an explicit description for the closure of the convex hull of $${{\mathcal {S}}}_2$$ S 2 in the space of original variables. In order to generate valid inequalities corresponding to supporting hyperplanes of the convex hull of $${{\mathcal {S}}}_2$$ S 2 , we present a simple separation algorithm that can be incorporated in branch-and-cut based solvers to enhance the quality of existing relaxations.

show abstract

A novel model for mapping soil organic matter: Integrating temporal and spatial characteristics

Zhang,

Zhang

et al. 2024

Ecological Informatics

View full text Add to dashboard Cite

scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.

Contact Info

customersupport@researchsolutions.com

10624 S. Eastern Ave., Ste. A-614

Henderson, NV 89052, USA

This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.

Blog Terms and Conditions API Terms Privacy Policy Contact Cookie Preferences Do Not Sell or Share My Personal Information

Made with 💙 for researchers

Part of the Research Solutions Family.

Cardinality Minimization, Constraints, and Regularization: A Survey

Cited by 4 publications

References 328 publications

Sparsity penalized mean–variance portfolio selection: analysis and computation

Sparsity penalized mean–variance portfolio selection: analysis and computation

Explicit convex hull description of bivariate quadratic sets with indicator variables

A novel model for mapping soil organic matter: Integrating temporal and spatial characteristics

Contact Info

Product

Resources

About