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| 1 | 稀疏优化理论与算法若干新进展显示文摘稀疏优化是指带有l0范数正则或稀疏约束的一类重要的非凸非连续优化问题,并被广泛应用于信号和图像处理、机器学习、经济学、统计学等众多领域。经过十多年的发展,稀疏优化已经成为当下热门的研究方向,并已获得丰富的研究成果。为进一步拓展稀疏优化研究,将重点关注最近五年该领域的最新研究成果,并从理论与算法两个方面进行总结与评述,同时列出相关的重要文献以供读者参考。 | 赵晨 罗自炎 修乃华 | 2020 | 运筹学学报2020，24，4： | 3 |
| 2 | Efficient projected gradient methods for cardinality constrained optimization显示文摘Sparse optimization has attracted increasing attention in numerous areas such as compressed sensing, financial optimization and image processing. In this paper, we first consider a special class of cardinality constrained optimization problems, which involves box constraints and a singly linear constraint. An efficient approach is provided for calculating the projection over the feasibility set after a careful analysis on the projection subproblem. Then we present several types of projected gradient methods for a general class of cardinality constrained optimization problems. Global convergence of the methods is established under suitable assumptions. Finally, we illustrate some applications of the proposed methods for signal recovery and index tracking.Especially for index tracking, we propose a new model subject to an adaptive upper bound on the sparse portfolio weights. The computational results demonstrate that the proposed projected gradient methods are efficient in terms of solution quality. | Fengmin Xu Yuhong Dai Zhihu Zhao Zongben Xu | 2019 | Science China Mathematics2019，62，2： | 2 |
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