Corpus ID: 235458292

Cardinality Minimization, Constraints, and Regularization: A Survey

  title={Cardinality Minimization, Constraints, and Regularization: A Survey},
  author={Andreas M. Tillmann and D. Bienstock and A. Lodi and Alexandra Schwartz},
We survey optimization problems that involve the cardinality of variable vectors in constraints or the objective function. We provide a unified viewpoint on the general problem classes and models, and give concrete examples from diverse application fields such as signal and image processing, portfolio selection, or machine learning. The paper discusses general-purpose modeling techniques and broadly applicable as well as problem-specific exact and heuristic solution approaches. While our… Expand

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