An augmented Lagrangian approach for cardinality constrained minimization applied to variable selection problems

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NOVA Math Publications

Operations Research

Article
Krejic,N;Krulikovski,EHM;Raydan,M
APPLIED NUMERICAL MATHEMATICS

2025
208

284-296
10.1016/j.apnum.2023.12.006

An augmented Lagrangian approach for cardinality constrained minimization applied to variable selection problems

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