{"id":"https://openalex.org/W2605323362","doi":"https://doi.org/10.1007/s10589-018-9985-2","title":"Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization","display_name":"Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization","publication_year":2018,"publication_date":"2018-02-21","ids":{"openalex":"https://openalex.org/W2605323362","doi":"https://doi.org/10.1007/s10589-018-9985-2","mag":"2605323362"},"language":"en","primary_location":{"id":"doi:10.1007/s10589-018-9985-2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10589-018-9985-2","pdf_url":null,"source":{"id":"https://openalex.org/S39243548","display_name":"Computational Optimization and Applications","issn_l":"0926-6003","issn":["0926-6003","1573-2894"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Optimization and Applications","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5087096032","display_name":"Martin Branda","orcid":"https://orcid.org/0000-0002-6519-1608"},"institutions":[{"id":"https://openalex.org/I21250087","display_name":"Charles University","ror":"https://ror.org/024d6js02","country_code":"CZ","type":"education","lineage":["https://openalex.org/I21250087"]},{"id":"https://openalex.org/I4210119419","display_name":"Czech Academy of Sciences, Institute of Information Theory and Automation","ror":"https://ror.org/03h1hsz49","country_code":"CZ","type":"facility","lineage":["https://openalex.org/I202391551","https://openalex.org/I4210119419"]}],"countries":["CZ"],"is_corresponding":true,"raw_author_name":"Martin Branda","raw_affiliation_strings":["Department of Probability and Mathematical Statistics, Faculty of Mathematics and Physics, Charles University, Sokolovsk\u00e1 83, 186 75, Prague 8, Czech Republic","The Czech Academy of Sciences, Institute of Information Theory and Automation, Pod vod\u00e1renskou v\u011b\u017e\u00ed 4, 182 08, Prague 8, Czech Republic"],"raw_orcid":"https://orcid.org/0000-0002-6519-1608","affiliations":[{"raw_affiliation_string":"Department of Probability and Mathematical Statistics, Faculty of Mathematics and Physics, Charles University, Sokolovsk\u00e1 83, 186 75, Prague 8, Czech Republic","institution_ids":["https://openalex.org/I21250087"]},{"raw_affiliation_string":"The Czech Academy of Sciences, Institute of Information Theory and Automation, Pod vod\u00e1renskou v\u011b\u017e\u00ed 4, 182 08, Prague 8, Czech Republic","institution_ids":["https://openalex.org/I4210119419"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5011915439","display_name":"Max Bucher","orcid":null},"institutions":[{"id":"https://openalex.org/I31512782","display_name":"Technische Universit\u00e4t Darmstadt","ror":"https://ror.org/05n911h24","country_code":"DE","type":"education","lineage":["https://openalex.org/I31512782"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Max Bucher","raw_affiliation_strings":["Graduate School Computational Engineering, Technische Universit\u00e4t Darmstadt, Dolivostra\u00dfe 15, 64293, Darmstadt, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Graduate School Computational Engineering, Technische Universit\u00e4t Darmstadt, Dolivostra\u00dfe 15, 64293, Darmstadt, Germany","institution_ids":["https://openalex.org/I31512782"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5065044012","display_name":"Michal \u010cervinka","orcid":"https://orcid.org/0000-0002-4661-5444"},"institutions":[{"id":"https://openalex.org/I21250087","display_name":"Charles University","ror":"https://ror.org/024d6js02","country_code":"CZ","type":"education","lineage":["https://openalex.org/I21250087"]},{"id":"https://openalex.org/I4210119419","display_name":"Czech Academy of Sciences, Institute of Information Theory and Automation","ror":"https://ror.org/03h1hsz49","country_code":"CZ","type":"facility","lineage":["https://openalex.org/I202391551","https://openalex.org/I4210119419"]}],"countries":["CZ"],"is_corresponding":false,"raw_author_name":"Michal \u010cervinka","raw_affiliation_strings":["Faculty of Social Sciences, Charles University, Smetanovo n\u00e1b\u0159e\u017e\u00ed 6, 110 01, Prague 1, Czech Republic","The Czech Academy of Sciences, Institute of Information Theory and Automation, Pod vod\u00e1renskou v\u011b\u017e\u00ed 4, 182 08, Prague 8, Czech Republic"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Faculty of Social Sciences, Charles University, Smetanovo n\u00e1b\u0159e\u017e\u00ed 6, 110 01, Prague 1, Czech Republic","institution_ids":["https://openalex.org/I21250087"]},{"raw_affiliation_string":"The Czech Academy of Sciences, Institute of Information Theory and Automation, Pod vod\u00e1renskou v\u011b\u017e\u00ed 4, 182 08, Prague 8, Czech Republic","institution_ids":["https://openalex.org/I4210119419"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5061950902","display_name":"Alexandra Schwartz","orcid":"https://orcid.org/0000-0001-7465-972X"},"institutions":[{"id":"https://openalex.org/I31512782","display_name":"Technische Universit\u00e4t Darmstadt","ror":"https://ror.org/05n911h24","country_code":"DE","type":"education","lineage":["https://openalex.org/I31512782"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Alexandra Schwartz","raw_affiliation_strings":["Graduate School Computational Engineering, Technische Universit\u00e4t Darmstadt, Dolivostra\u00dfe 15, 64293, Darmstadt, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Graduate School Computational Engineering, Technische Universit\u00e4t Darmstadt, Dolivostra\u00dfe 15, 64293, Darmstadt, Germany","institution_ids":["https://openalex.org/I31512782"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5087096032"],"corresponding_institution_ids":["https://openalex.org/I21250087","https://openalex.org/I4210119419"],"apc_list":{"value":2990,"currency":"USD","value_usd":2990},"apc_paid":null,"fwci":3.4244,"has_fulltext":false,"cited_by_count":39,"citation_normalized_percentile":{"value":0.92268739,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":"70","issue":"2","first_page":"503","last_page":"530"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9922999739646912,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11801","display_name":"Reservoir Engineering and Simulation Methods","score":0.9797000288963318,"subfield":{"id":"https://openalex.org/subfields/2212","display_name":"Ocean Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/karush\u2013kuhn\u2013tucker-conditions","display_name":"Karush\u2013Kuhn\u2013Tucker conditions","score":0.7802079916000366},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7330211400985718},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.7049127221107483},{"id":"https://openalex.org/keywords/solver","display_name":"Solver","score":0.6989923715591431},{"id":"https://openalex.org/keywords/nonlinear-programming","display_name":"Nonlinear programming","score":0.5324429273605347},{"id":"https://openalex.org/keywords/regularization","display_name":"Regularization (linguistics)","score":0.5152483582496643},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.5121321678161621},{"id":"https://openalex.org/keywords/optimization-problem","display_name":"Optimization problem","score":0.47926613688468933},{"id":"https://openalex.org/keywords/stochastic-programming","display_name":"Stochastic programming","score":0.4188327193260193},{"id":"https://openalex.org/keywords/robust-optimization","display_name":"Robust optimization","score":0.41493749618530273},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.35425177216529846},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.3366478681564331},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.218529611825943}],"concepts":[{"id":"https://openalex.org/C50454189","wikidata":"https://www.wikidata.org/wiki/Q2075125","display_name":"Karush\u2013Kuhn\u2013Tucker conditions","level":2,"score":0.7802079916000366},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7330211400985718},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.7049127221107483},{"id":"https://openalex.org/C2778770139","wikidata":"https://www.wikidata.org/wiki/Q1966904","display_name":"Solver","level":2,"score":0.6989923715591431},{"id":"https://openalex.org/C115527620","wikidata":"https://www.wikidata.org/wiki/Q769909","display_name":"Nonlinear programming","level":3,"score":0.5324429273605347},{"id":"https://openalex.org/C2776135515","wikidata":"https://www.wikidata.org/wiki/Q17143721","display_name":"Regularization (linguistics)","level":2,"score":0.5152483582496643},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.5121321678161621},{"id":"https://openalex.org/C137836250","wikidata":"https://www.wikidata.org/wiki/Q984063","display_name":"Optimization problem","level":2,"score":0.47926613688468933},{"id":"https://openalex.org/C137631369","wikidata":"https://www.wikidata.org/wiki/Q7617831","display_name":"Stochastic programming","level":2,"score":0.4188327193260193},{"id":"https://openalex.org/C193254401","wikidata":"https://www.wikidata.org/wiki/Q2160088","display_name":"Robust optimization","level":2,"score":0.41493749618530273},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.35425177216529846},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.3366478681564331},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.218529611825943},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10589-018-9985-2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10589-018-9985-2","pdf_url":null,"source":{"id":"https://openalex.org/S39243548","display_name":"Computational Optimization and Applications","issn_l":"0926-6003","issn":["0926-6003","1573-2894"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Optimization and Applications","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:coopap:v:70:y:2018:i:2:d:10.1007_s10589-018-9985-2","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10589-018-9985-2","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320321006","display_name":"Grantov\u00e1 Agentura \u010cesk\u00e9 Republiky","ror":"https://ror.org/01pv73b02"},{"id":"https://openalex.org/F4320323384","display_name":"Technische Universit\u00e4t Darmstadt","ror":"https://ror.org/05n911h24"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":57,"referenced_works":["https://openalex.org/W177423371","https://openalex.org/W217831350","https://openalex.org/W638016179","https://openalex.org/W1501516191","https://openalex.org/W1527823684","https://openalex.org/W1604627832","https://openalex.org/W1647779468","https://openalex.org/W1963995904","https://openalex.org/W1968355947","https://openalex.org/W1970101292","https://openalex.org/W1976618416","https://openalex.org/W1984657403","https://openalex.org/W1987924891","https://openalex.org/W1989288646","https://openalex.org/W1993599556","https://openalex.org/W1999830414","https://openalex.org/W2004304335","https://openalex.org/W2019291268","https://openalex.org/W2021472931","https://openalex.org/W2031130715","https://openalex.org/W2033500977","https://openalex.org/W2040164128","https://openalex.org/W2041781650","https://openalex.org/W2042838878","https://openalex.org/W2043602045","https://openalex.org/W2054959619","https://openalex.org/W2056405418","https://openalex.org/W2063004221","https://openalex.org/W2069099760","https://openalex.org/W2069531980","https://openalex.org/W2083137236","https://openalex.org/W2083346837","https://openalex.org/W2083546784","https://openalex.org/W2090738555","https://openalex.org/W2099030886","https://openalex.org/W2118856090","https://openalex.org/W2120461039","https://openalex.org/W2127000676","https://openalex.org/W2134919172","https://openalex.org/W2149454052","https://openalex.org/W2151237529","https://openalex.org/W2163549255","https://openalex.org/W2164883547","https://openalex.org/W2166029977","https://openalex.org/W2166292404","https://openalex.org/W2187547409","https://openalex.org/W2235959117","https://openalex.org/W2271775783","https://openalex.org/W2345735065","https://openalex.org/W2753920675","https://openalex.org/W3122931884","https://openalex.org/W3123979261","https://openalex.org/W3124407081","https://openalex.org/W3125319238","https://openalex.org/W3125435015","https://openalex.org/W4231147659","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W2594574147","https://openalex.org/W4200436788","https://openalex.org/W175006096","https://openalex.org/W4230146972","https://openalex.org/W4387967834","https://openalex.org/W4205616904","https://openalex.org/W2074375256","https://openalex.org/W2180949474","https://openalex.org/W4310823612","https://openalex.org/W2477209608"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":5},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":6},{"year":2022,"cited_by_count":5},{"year":2021,"cited_by_count":10},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":3},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":1}],"updated_date":"2026-07-23T08:03:31.855105","created_date":"2025-10-10T00:00:00"}