Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach

Optimal Cardinality Constrained Portfolio Selection

(2013) Jianjun Gao et al.   OPERATIONS RESEARCH

Lower Bound Theory of Nonzero Entries in Solutions of $\ell_2$-$\ell_p$ Minimization

(2012) Xiaojun Chen et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

Heuristic algorithms for the cardinality constrained efficient frontier

(2011) M. Woodside-Oriakhi et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

A note on the complexity of L p minimization

(2011) Dongdong Ge et al.   MATHEMATICAL PROGRAMMING

Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach

(2011) L. Jeff Hong et al.   OPERATIONS RESEARCH

A majorization-minimization approach to the sparse generalized eigenvalue problem

(2010) Bharath K. Sriperumbudur et al.   MACHINE LEARNING

An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints

(2009) P. Bonami et al.   OPERATIONS RESEARCH

From Sparse Solutions of Systems of Equations to Sparse Modeling of Signals and Images

(2009) Alfred M. Bruckstein et al.   SIAM REVIEW

Enhancing Sparsity by Reweighted ℓ 1 Minimization

(2008) Emmanuel J. Candès et al.   JOURNAL OF FOURIER ANALYSIS AND APPLICATIONS

Lagrangian relaxation procedure for cardinality-constrained portfolio optimization

(2008) Dong X. Shaw et al.   OPTIMIZATION METHODS & SOFTWARE