Search results
- 1.0489264 - ÚTIA 2019 RIV US eng J - Journal Article
Branda, Martin - Bucher, M. - Červinka, Michal - Schwartz, A.
Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization.
Computational Optimization and Applications. Roč. 70, č. 2 (2018), s. 503-530. ISSN 0926-6003. E-ISSN 1573-2894
R&D Projects: GA ČR GA15-00735S
Institutional support: RVO:67985556
Keywords : Cardinality constraints * Regularization method * Scholtes regularization * Strong stationarity * Sparse portfolio optimization * Robust portfolio optimization
OECD category: Statistics and probability
Impact factor: 1.906, year: 2018
http://library.utia.cas.cz/separaty/2018/MTR/branda-0489264.pdf
Permanent Link: http://hdl.handle.net/11104/0283708 - 2.0461165 - ÚTIA 2017 RIV NL eng J - Journal Article
Červinka, Michal - Kanzow, Ch. - Schwartz, A.
Constraint qualifications and optimality conditions for optimization problems with cardinality constraints.
Mathematical Programming. Roč. 160, č. 1 (2016), s. 353-377. ISSN 0025-5610. E-ISSN 1436-4646
R&D Projects: GA ČR GAP402/12/1309; GA ČR GA15-00735S
Institutional support: RVO:67985556
Keywords : Cardinality constraints * Constraint qualifications * Optimality conditions * KKT conditions * Strongly stationary points
Subject RIV: BA - General Mathematics
Impact factor: 2.446, year: 2016
http://library.utia.cas.cz/separaty/2016/MTR/cervinka-0461165.pdf
Permanent Link: http://hdl.handle.net/11104/0261535 - 3.0362974 - ÚI 2012 RIV US eng C - Conference Paper (international conference)
Holeňa, Martin - Linke, D. - Bajer, Lukáš
Case study: constraint handling in evolutionary optimization of catalytic materials.
GECCO '11 Proceedings of the 13th annual conference companion on Genetic and evolutionary computation. New York: ACM, 2011 - (Krasnogor, N.), s. 333-339. ISBN 978-1-4503-0690-4.
[GECCO 2011. Genetic and Evolutionary Computation Conference /13./. Dublin (IE), 12.07.2011-16.07.2011]
R&D Projects: GA ČR GA201/08/0802; GA ČR GAP202/11/1368
Institutional research plan: CEZ:AV0Z10300504
Keywords : evolutionary optimization * mixed optimization * equality constraints * inequality constraints * cardinality constraints
Subject RIV: IN - Informatics, Computer Science
Permanent Link: http://hdl.handle.net/11104/0199135File Download Size Commentary Version Access a0362974.pdf 0 3.6 MB Publisher’s postprint require