Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach
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چکیده
منابع مشابه
Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach
In this paper we consider cardinality-constrained convex programs that minimize a convex function subject to a cardinality constraint and other linear constraints. This class of problems has found many applications, including portfolio selection, subset selection and compressed sensing. We propose a successive convex approximation method for this class of problems in which the cardinality funct...
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Cardinality-Constrained Quadratic Programs: A DC Approach Xiaojin Zheng School of Economics and Management, Tongji University, Shanghai 200092, P. R. China, [email protected] Xiaoling Sun Department of Management Science, School of Management, Fudan University, Shanghai 200433, P. R. China, [email protected] Duan Li Department of Systems Engineering and Engineering Management, The Chinese Un...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2013
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-013-9582-3