Constraint qualifications and optimality conditions for optimization problems with cardinality constraints
From MaRDI portal
Publication:344949
Recommendations
- Sequential optimality conditions for cardinality-constrained optimization problems with applications
- Restricted Robinson constraint qualification and optimality for cardinality-constrained cone programming
- On a Reformulation of Mathematical Programs with Cardinality Constraints
- On the weak stationarity conditions for mathematical programs with cardinality constraints: a unified approach
- Mathematical programs with cardinality constraints: reformulation by complementarity-type conditions and a regularization method
Cites work
- scientific article; zbMATH DE number 1818892 (Why is no real title available?)
- scientific article; zbMATH DE number 1906319 (Why is no real title available?)
- A concave optimization-based approach for sparse portfolio selection
- A local relaxation method for the cardinality constrained portfolio optimization problem
- Abadie-type constraint qualification for mathematical programs with equilibrium constraints
- Algorithm for cardinality-constrained quadratic optimization
- Complementarity constraint qualifications and simplified \(B\)-stationary conditions for mathematical programs with equilibrium constraints
- Computational study of a family of mixed-integer quadratic programming problems
- Constraint Qualifications and Necessary Optimality Conditions for Optimization Problems with Variational Inequality Constraints
- Foundations of optimization
- Mathematical Programs with Equilibrium Constraints
- Mathematical programs with cardinality constraints: reformulation by complementarity-type conditions and a regularization method
- Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
- Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints
- Nonsmooth approach to optimization problems with equilibrium constraints. Theory, applications and numerical results
- Numerical Optimization
- On the Constant Positive Linear Dependence Condition and Its Application to SQP Methods
- On the relation between constant positive linear dependence condition and quasinormality constraint qualification
- Optimality Conditions for a Class of Mathematical Programs with Equilibrium Constraints
- Optimality conditions for disjunctive programs with application to mathematical programs with equilibrium constraints
- Optimality conditions via exact penalty functions
- Optimization problems with cardinality constraints
- Pseudonormality and a Lagrange multiplier theory for constrained optimization
- Recent advances in mathematical programming with semi-continuous variables and cardinality constraint
- Sparsity constrained nonlinear optimization: optimality conditions and algorithms
- Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach
- Variational Analysis
Cited in
(42)- Stationarity conditions and constraint qualifications for mathematical programs with switching constraints. With applications to either-or-constrained programming
- On a Reformulation of Mathematical Programs with Cardinality Constraints
- scientific article; zbMATH DE number 7753414 (Why is no real title available?)
- Sequential optimality conditions for cardinality-constrained optimization problems with applications
- Sparsity constrained optimization problems via disjunctive programming
- Solution sets of three sparse optimization problems for multivariate regression
- 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-Constrained Multi-objective Optimization: Novel Optimality Conditions and Algorithms
- Mathematical programs with cardinality constraints: reformulation by complementarity-type conditions and a regularization method
- An augmented Lagrangian method for optimization problems with structured geometric constraints
- Second-Order Optimality Conditions for General Nonconvex Optimization Problems and Variational Analysis of Disjunctive Systems
- A sequential algorithm for solving nonlinear optimization problems with chance constraints
- On the linear independence constraint qualification in disjunctive programming
- Critical point theory for sparse recovery
- scientific article; zbMATH DE number 4095212 (Why is no real title available?)
- Optimality conditions for sparse nonlinear programming
- Cardinality minimization, constraints, and regularization: a survey
- Optimality conditions and constraint qualifications for cardinality constrained optimization problems
- Relaxation approaches for nonlinear sparse optimization problems
- Global aspects of the continuous reformulation for cardinality-constrained optimization problems
- A quadratic penalty method for hypergraph matching
- Restricted Robinson constraint qualification and optimality for cardinality-constrained cone programming
- Sufficient conditions for metric subregularity of constraint systems with applications to disjunctive and ortho-disjunctive programs
- A new algorithm for quadratic integer programming problems with cardinality constraint
- Nonlinear chance constrained problems: optimality conditions, regularization and solvers
- Mathematical programs with complementarity constraints and a non-Lipschitz objective: optimality and approximation
- Optimality conditions and numerical methods for a continuous reformulation of cardinality constrained optimization problems
- A strong sequential optimality condition for cardinality-constrained optimization problems
- Cardinality constrained and multicriteria (multi)cut problems
- Strict Constraint Qualifications and Sequential Optimality Conditions for Constrained Optimization
- The last dozen of years of or research in Czechia and Slovakia
- Relaxed method for optimization problems with cardinality constraints
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization
- An augmented Lagrangian method for cardinality-constrained optimization problems
- Second-order optimality conditions and improved convergence results for regularization methods for cardinality-constrained optimization problems
- The sparse(st) optimization problem: reformulations, optimality, stationarity, and numerical results
- An augmented Lagrangian proximal alternating method for sparse discrete optimization problems
- A Lagrange-Newton algorithm for sparse nonlinear programming
- A unifying framework for sparsity-constrained optimization
- An annotated bibliography of combinatorial optimization problems with fixed cardinality constraints
This page was built for publication: Constraint qualifications and optimality conditions for optimization problems with cardinality constraints
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q344949)
