Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization. - Martin Branda; Max Bucher; Michal Cervinka; Alexandra Schwartz (Comput. Optim. Appl., 2018)

Second-Order Optimality Conditions and Improved Convergence Results for Regularization Methods for Cardinality-Constrained Optimization Problems. - Max Bucher; Alexandra Schwartz (J. Optim. Theory Appl., 2018)