Optimality conditions for sparse nonlinear programming
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Publication:2361004
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Cites work
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
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Cited in
(18)- A Lagrange-Newton algorithm for sparse nonlinear programming
- A quadratic penalty method for hypergraph matching
- The first-order necessary conditions for sparsity constrained optimization
- On nondegenerate M-stationary points for sparsity constrained nonlinear optimization
- Lagrangian duality and saddle points for sparse linear programming
- The smoothing objective penalty function method for two-cardinality sparse constrained optimization problems
- Second-order optimality conditions and improved convergence results for regularization methods for cardinality-constrained optimization problems
- Sparsity constrained optimization problems via disjunctive programming
- Convergence of sparse coding based on KKT conditions
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- Newton hard-thresholding pursuit for sparse linear complementarity problem via a new merit function
- Optimality conditions and constraint qualifications for cardinality constrained optimization problems
- On the linear independence constraint qualification in disjunctive programming
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- The greedy simplex algorithm for double sparsity constrained optimization problems
- Second-Order Conditions for the Existence of Augmented Lagrange Multipliers for Sparse Optimization
- Matrix optimization over low-rank spectral sets: stationary points and local and global minimizers
- First- and second-order optimality conditions of nonsmooth sparsity multiobjective optimization via variational analysis
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