Constraint qualifications and optimality conditions for optimization problems with cardinality constraints
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Publication:344949
DOI10.1007/S10107-016-0986-6zbMATH Open1356.90146OpenAlexW2187547409MaRDI QIDQ344949FDOQ344949
Authors: Michal Červinka, Alexandra Schwartz, Christian Kanzow 
Publication date: 25 November 2016
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-016-0986-6
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constraint qualificationsoptimality conditionsKKT conditionscardinality constraintsstrongly stationary points
Optimality conditions and duality in mathematical programming (90C46) Nonconvex programming, global optimization (90C26) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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Cited In (40)
- A quadratic penalty method for hypergraph matching
- Strict Constraint Qualifications and Sequential Optimality Conditions for Constrained Optimization
- A unifying framework for sparsity-constrained optimization
- On nondegenerate M-stationary points for sparsity constrained nonlinear optimization
- A comparative study of sequential optimality conditions for mathematical programs with cardinality constraints
- On the weak stationarity conditions for mathematical programs with cardinality constraints: a unified approach
- Cardinality minimization, constraints, and regularization: a survey
- Relaxed method for optimization problems with cardinality constraints
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- Second-Order Optimality Conditions for General Nonconvex Optimization Problems and Variational Analysis of Disjunctive Systems
- Critical point theory for sparse recovery
- Second-order optimality conditions and improved convergence results for regularization methods for cardinality-constrained optimization problems
- Sparsity constrained optimization problems via disjunctive programming
- Nonlinear chance constrained problems: optimality conditions, regularization and solvers
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization
- Solution sets of three sparse optimization problems for multivariate regression
- An augmented Lagrangian proximal alternating method for sparse discrete optimization problems
- Optimality conditions for sparse nonlinear programming
- Optimality conditions and constraint qualifications for cardinality constrained optimization problems
- Global aspects of the continuous reformulation for cardinality-constrained optimization problems
- Stationarity conditions and constraint qualifications for mathematical programs with switching constraints. With applications to either-or-constrained programming
- An augmented Lagrangian method for optimization problems with structured geometric constraints
- Relaxation approaches for nonlinear sparse optimization problems
- A new algorithm for quadratic integer programming problems with cardinality constraint
- Cardinality constrained and multicriteria (multi)cut problems
- Sequential optimality conditions for cardinality-constrained optimization problems with applications
- Mathematical programs with complementarity constraints and a non-Lipschitz objective: optimality and approximation
- An augmented Lagrangian method for cardinality-constrained optimization problems
- Sufficient conditions for metric subregularity of constraint systems with applications to disjunctive and ortho-disjunctive programs
- On the linear independence constraint qualification in disjunctive programming
- The last dozen of years of or research in Czechia and Slovakia
- Restricted Robinson constraint qualification and optimality for cardinality-constrained cone programming
- An annotated bibliography of combinatorial optimization problems with fixed cardinality constraints
- A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints
- The sparse(st) optimization problem: reformulations, optimality, stationarity, and numerical results
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- A strong sequential optimality condition for cardinality-constrained optimization problems
- On a Reformulation of Mathematical Programs with Cardinality Constraints
- Mathematical programs with cardinality constraints: reformulation by complementarity-type conditions and a regularization method
- A Lagrange-Newton algorithm for sparse nonlinear programming
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