Optimality conditions for sparse nonlinear programming

DOI10.1007/S11425-016-9010-XzbMATH Open1365.90220OpenAlexW2592548932MaRDI QIDQ2361004FDOQ2361004

Authors: Jun Fan, Lili Pan, Naihua Xiu 

Publication date: 29 June 2017

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-016-9010-x

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zbMATH Keywords

normal conefirst-order optimality conditionsecond-order optimality conditionconstraint qualificationsparse nonlinear programming

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)

Cites Work

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• On a Reformulation of Mathematical Programs with Cardinality Constraints
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Cited In (18)

• 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
• Solution sets of three sparse optimization problems for multivariate regression
• 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
• Normal Cones Intersection Rule and Optimality Analysis for Low-Rank Matrix Optimization with Affine Manifolds
• 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
• A Lagrange-Newton algorithm for sparse nonlinear programming

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