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Relevant bibliographies by topics / Cardinality constrained optimization / Dissertations / Theses

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Dissertations / Theses on the topic 'Cardinality constrained optimization'

Author: Grafiati

Published: 10 March 2023

Last updated: 31 July 2025

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1

Aslan, Murat. "The Cardinality Constrained Multiple Knapsack Problem." Master's thesis, METU, 2008. http://etd.lib.metu.edu.tr/upload/12610131/index.pdf.

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The classical multiple knapsack problem selects a set of items and assigns each to one of the knapsacks so as to maximize the total profit. The knapsacks have limited capacities. The cardinality constrained multiple knapsack problem assumes limits on the number of items that are to be put in each knapsack, as well. Despite many efforts on the classical multiple knapsack problem, the research on the cardinality constrained multiple knapsack problem is scarce. In this study we consider the cardinality constrained multiple knapsack problem. We propose heuristic and optimization procedures tha

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2

Li, Yibo. "Solving cardinality constrained portfolio optimisation problem using genetic algorithms and ant colony optimisation." Thesis, Brunel University, 2015. http://bura.brunel.ac.uk/handle/2438/10867.

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In this thesis we consider solution approaches for the index tacking problem, in which we aim to reproduces the performance of a market index without purchasing all of the stocks that constitute the index. We solve the problem using three different solution approaches: Mixed Integer Programming (MIP), Genetic Algorithms (GAs), and Ant-colony Optimization (ACO) Algorithm by limiting the number of stocks that can be held. Each index is also assigned with different cardinalities to examine the change to the solution values. All of the solution approaches are tested by considering eight market ind

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3

Bucher, Max [Verfasser], Alexandra [Akademischer Betreuer] Schwartz, and Christian [Akademischer Betreuer] Kanzow. "Optimality Conditions and Numerical Methods for a Continuous Reformulation of Cardinality Constrained Optimization Problems / Max Bucher ; Alexandra Schwartz, Christian Kanzow." Darmstadt : Universitäts- und Landesbibliothek Darmstadt, 2018. http://d-nb.info/1167926323/34.

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4

Kreber, Dennis [Verfasser], Sven de [Akademischer Betreuer] Vries, Jan Pablo [Akademischer Betreuer] Burgard, Sven de [Gutachter] Vries, Jan Pablo [Gutachter] Burgard, and Christoph [Gutachter] Buchheim. "Cardinality-Constrained Discrete Optimization for Regression / Dennis Kreber ; Gutachter: Sven de Vries, Jan Pablo Burgard, Christoph Buchheim ; Sven de Vries, Jan Pablo Burgard." Trier : Universität Trier, 2019. http://d-nb.info/1197809198/34.

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5

Dias, Carlos Henrique. "Um novo algoritmo genetico para a otimização de carteiras de investimento com restrições de cardinalidade." [s.n.], 2008. http://repositorio.unicamp.br/jspui/handle/REPOSIP/307124.

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Orientador: Francisco de Assis Magalhães Gomes Neto<br>Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matematica, Estatistica e Computação Cientifica<br>Made available in DSpace on 2018-08-10T22:50:20Z (GMT). No. of bitstreams: 1 Dias_CarlosHenrique_M.pdf: 2721795 bytes, checksum: 57d6019ecabf33034889a64675ccf707 (MD5) Previous issue date: 2008<br>Resumo: Este trabalho tem por finalidade a determinação da fronteira eficiente de investimento através da otimização do modelo de média-variância com restrições de cardinalidade e limite inferior de investimento. Por trat

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6

Lasluisa, Daniel. "Contributions to optimization in energy : from bilevel optimization to optimal design of renewable energy plant." Electronic Thesis or Diss., Perpignan, 2024. http://www.theses.fr/2024PERP0009.

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Dans ce travail de thèse, nous développons et appliquons des techniques d'optimisation dans la conception et la gestion de l'énergie. Tout d'abord, nous nous concentrons sur l'optimisation bi-niveaux et développons une nouvelle analyse théorique pour les jeux à un seul meneur et plusieurs suiveurs avec des contraintes de cardinalité. Cette analyse est ensuite appliquée à la localisation optimale des stations de recharge pour véhicules électriques. La deuxième partie est consacrée à l'optimisation économique, à long terme et à court terme, des centrales solaires à concentration. Une approche in

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7

Villela, Pedro Ferraz 1982. "Um algoritmo exato para a otimização de carteiras de investimento com restrições de cardinalidade." [s.n.], 2008. http://repositorio.unicamp.br/jspui/handle/REPOSIP/307123.

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Orientador: Francisco de Assis Magalhães Gomes Neto<br>Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matematica, Estatistica e Computação Cientifica<br>Made available in DSpace on 2018-08-12T16:09:04Z (GMT). No. of bitstreams: 1 Villela_PedroFerraz_M.pdf: 727069 bytes, checksum: d87d64ae49bfc1a53017a463cf10b453 (MD5) Previous issue date: 2008<br>Resumo: Neste trabalho, propomos um método exato para a resolução de problemas de programação quadrática que envolvem restrições de cardinalidade. Como aplicação, empregamos o método para a obtenção da fronteira eficiente d

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8

"On cardinality constrained optimization." Thesis, 2009. http://library.cuhk.edu.hk/record=b6074943.

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Although cardinality constraints naturally arise in many applications, e.g., in portfolio selection problems of choosing small number of assets from a large pool of stocks or dynamic portfolio selection problems with limited trading dates within a given time horizon and in subset selection of the regression analysis, the state-of-the-art in cardinality constrained optimization has been stagnant up to this stage, largely due to the inherent combinatorial nature of such hard problems. We focus in this research on developing efficient and implementable solution algorithms for cardinality constrai

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9

"Cardinality constrained portfolio selection using clustering methodology." 2011. http://library.cuhk.edu.hk/record=b5894828.

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Jiang, Kening.<br>"August 2011."<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2011.<br>Includes bibliographical references (p. 90-93).<br>Abstracts in English and Chinese.<br>Chapter 1 --- Introduction --- p.1<br>Chapter 2 --- Portfolio Selection Using Clustering Methodology --- p.7<br>Chapter 2.1 --- Heuristic algorithm --- p.8<br>Chapter 2.1.1 --- Step 1: Security transformation by factor model --- p.8<br>Chapter 2.1.2 --- Step 2: Clustering algorithm --- p.10<br>Chapter 2.1.3 --- Step 3: Representative selection by t he Sliarpe ratio --- p.16<br>Chapter 2.2 --- Numerical resu

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10

"Cardinality constrained discrete-time linear-quadratic control." 2005. http://library.cuhk.edu.hk/record=b5892706.

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Gao Jianjun.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2005.<br>Includes bibliographical references (leaves 75-76).<br>Abstracts in English and Chinese.<br>Chapter 1 --- Introduction --- p.1<br>Chapter 2 --- Solution Framework Using Dynamic Programming --- p.7<br>Chapter 2.1 --- Difficulty of using dynamic programming --- p.8<br>Chapter 2.2 --- Scalar-state problems --- p.12<br>Chapter 2.3 --- Time-invariant system --- p.17<br>Chapter 2.4 --- Illustrative example of a scalar-state problem --- p.21<br>Chapter 3 --- Cardinality Constrained Quadratic Optimization --- p.26<br>Ch

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11

McCarthy, Philip James. "Cardinality Constrained Robust Optimization Applied to a Class of Interval Observers." Thesis, 2013. http://hdl.handle.net/10012/7907.

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Observers are used in the monitoring and control of dynamical systems to deduce the values of unmeasured states. Designing an observer requires having an accurate model of the plant — if the model parameters are characterized imprecisely, the observer may not provide reliable estimates. An interval observer, which comprises an upper and lower observer, bounds the plant's states from above and below, given the range of values of the imprecisely characterized parameters, i.e., it defines an interval in which the plant's states must lie at any given instant. We propose a linear programming-based

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12

Stephan, Rüdiger [Verfasser]. "Polyhedral aspects of cardinality constrained combinatorial optimization problems / vorgelegt von Rüdiger Stephan." 2009. http://d-nb.info/999195956/34.

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13

Lapucci, Matteo, and Marco Sciandrone. "Theory and algorithms for sparsity constrained optimization problems." Doctoral thesis, 2022. http://hdl.handle.net/2158/1258429.

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This dissertation is concerned with mathematical optimization problems where a sparsity constraint appears. The sparsity of the solution is a valu- able requirement in many applications of operations research. Several classes of very different approaches have been proposed in the literature for this sort of problems; when the objective function is nonconvex, in presence of difficult additional constraints or in the high-dimensional case, the problem shall be addressed as a continuous optimization task, even though it naturally has an intrinsic combinatorial nature. Within this setting, we fi

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14

Bucher, Max. "Optimality Conditions and Numerical Methods for a Continuous Reformulation of Cardinality Constrained Optimization Problems." Phd thesis, 2018. https://tuprints.ulb.tu-darmstadt.de/7740/1/mbucher_cardinality_reformulation180919.pdf.

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Nonlinear constrained optimization problems can be used to model practical and theoretical questions from a vast range of areas in science and industry. In this thesis, we consider a certain class of these problems: cardinality constrained optimization problems. The goal is to minimise a, possibly nonlinear, objective function subject to given constraints, which we also allow to be nonlinear. The cardinality constraint is of our particular interest. It restricts the maximum number of nonzero components of a feasible vector. Cardinality constraints play an important role in a range of appl

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15

Levato, Tommaso. "Algorithms for ell_0-norm Optimization Problems." Doctoral thesis, 2020. http://hdl.handle.net/2158/1188438.

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