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Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization

Numerical AnalysisMathematical ProgrammingCardinality-constrained Optimization ProblemsEngineeringConvex OptimizationScholtes-type Regularization MethodConstrained OptimizationInverse ProblemsUnconstrained OptimizationRegularization (Mathematics)Approximation TheoryRobust Optimization