The first-order necessary conditions for sparsity constrained optimization

DOI10.1007/S40305-015-0107-XzbMATH Open1332.90209OpenAlexW2189653089MaRDI QIDQ259127FDOQ259127

Authors: Xue Li, Wen Song 

Publication date: 11 March 2016

Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40305-015-0107-x

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zbMATH Keywords

first-order necessary conditionsMordukhovich normal conesparsity constrained optimization

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Applications of mathematical programming (90C90) Nonconvex programming, global optimization (90C26)

Cites Work

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Cited In (14)

• A quadratic penalty method for hypergraph matching
• On solutions of sparsity constrained optimization
• A unifying framework for sparsity-constrained optimization
• On nondegenerate M-stationary points for sparsity constrained nonlinear optimization
• On the weak stationarity conditions for mathematical programs with cardinality constraints: a unified approach
• Lagrangian duality and saddle points for sparse linear programming
• Nonsmooth sparsity constrained optimization problems: optimality conditions
• Sequential M-stationarity conditions for general optimization problems
• Sparsity constrained optimization problems via disjunctive programming
• Optimality conditions for sparse nonlinear programming
• Structural properties of affine sparsity constraints
• On the minimization over sparse symmetric sets: projections, optimality conditions, and algorithms
• Restricted Robinson constraint qualification and optimality for cardinality-constrained cone programming
• First- and second-order optimality conditions of nonsmooth sparsity multiobjective optimization via variational analysis

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