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Distributionally Robust Mean-CVaR Portfolio Optimization with Cardinality Constraint
For a mean-CVaR model with cardinality constraint, we consider the situation where the true distribution of underlying uncertainty is unknown. We...
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Differentially private submodular maximization with a cardinality constraint over the integer lattice
The exploration of submodular optimization problems on the integer lattice offers a more precise approach to handling the dynamic interactions among...
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Bicriteria streaming algorithms to balance gain and cost with cardinality constraint
Team formation plays an essential role in the labor market. In this paper, we propose two bicriteria algorithms to construct a balance between gain...
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Relaxed method for optimization problems with cardinality constraints
In this paper, we review optimality conditions and constraint qualifications for the optimization problems with cardinality constraints (OPCC). OPCC...
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Algorithms for Cardinality-Constrained Monotone DR-Submodular Maximization with Low Adaptivity and Query Complexity
Submodular maximization is a NP-hard combinatorial optimization problem regularly used in machine learning and data mining with large-scale data...
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Extended convergence analysis of the Scholtes-type regularization for cardinality-constrained optimization problems
We extend the convergence analysis of the Scholtes-type regularization method for cardinality-constrained optimization problems. Its behavior is...
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A Minimal Cardinality Solution to Fitting Sawtooth Piecewise-Linear Functions
In this paper, we explore a method to parameterize a linear function with jump discontinuities, which we refer to as a “sawtooth” function, and then...
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Global optimization for cardinality-constrained minimum sum-of-squares clustering via semidefinite programming
The minimum sum-of-squares clustering (MSSC), or k-means type clustering, has been recently extended to exploit prior knowledge on the cardinality of...
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Approximation guarantees for parallelized maximization of monotone non-submodular function with a cardinality constraint
Emerging applications in machine learning have imposed the problem of monotone non-submodular maximization subject to a cardinality constraint....
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Strong valid inequalities for a class of concave submodular minimization problems under cardinality constraints
We study the polyhedral convex hull structure of a mixed-integer set which arises in a class of cardinality-constrained concave submodular...
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Maximizing DR-submodular+supermodular functions on the integer lattice subject to a cardinality constraint
Arising from practical problems such as in sensor placement and influence maximization in social network, submodular and non-submodular maximization...
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Cardinality-Constrained Multi-objective Optimization: Novel Optimality Conditions and Algorithms
In this paper, we consider multi-objective optimization problems with a sparsity constraint on the vector of variables. For this class of problems,...
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Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization
This paper studies mean-risk portfolio optimization models using the conditional value-at-risk (CVaR) as a risk measure. We also employ a cardinality...
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A Comparative Study of Sequential Optimality Conditions for Mathematical Programs with Cardinality Constraints
We propose a comparative study of sequential optimality conditions for mathematical programs with cardinality constraints . Besides analyzing some of...
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Greedy Guarantees for Non-submodular Function Maximization Under Independent System Constraint with Applications
We study the problems of maximizing a monotone non-submodular function subject to two types of constraints, either an independent system constraint...
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Sequential optimality conditions for cardinality-constrained optimization problems with applications
Recently, a new approach to tackle cardinality-constrained optimization problems based on a continuous reformulation of the problem was proposed....
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Constraint generation approaches for submodular function maximization leveraging graph properties
Submodular function maximization is an attractive optimization model and also a well-studied problem with a variety of algorithms available....
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A solution approach for cardinality minimization problem based on fractional programming
This paper proposes a new algorithm for solving the linear Cardinality Minimization Problem (CMP). The algorithm relies on approximating the...
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An Augmented Lagrangian Method for Cardinality-Constrained Optimization Problems
A reformulation of cardinality-constrained optimization problems into continuous nonlinear optimization problems with an orthogonality-type...
