Constraint qualifications and optimality conditions for optimization problems with cardinality constraints

From MaRDI portal
Publication:344949

DOI10.1007/s10107-016-0986-6zbMath1356.90146OpenAlexW2187547409MaRDI QIDQ344949

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



Related Items

Critical point theory for sparse recovery, Optimality conditions for sparse nonlinear programming, 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, Second-order optimality conditions and improved convergence results for regularization methods for cardinality-constrained optimization problems, A new algorithm for quadratic integer programming problems with cardinality constraint, The last dozen of years of or research in Czechia and Slovakia, Restricted Robinson constraint qualification and optimality for cardinality-constrained cone programming, An augmented Lagrangian method for optimization problems with structured geometric constraints, Stationarity conditions and constraint qualifications for mathematical programs with switching constraints. With applications to either-or-constrained programming, Solution sets of three sparse optimization problems for multivariate regression, Second-Order Optimality Conditions for General Nonconvex Optimization Problems and Variational Analysis of Disjunctive Systems, A unifying framework for sparsity-constrained optimization, Relaxed method for optimization problems with cardinality constraints, A strong sequential optimality condition for cardinality-constrained optimization problems, Mathematical programs with complementarity constraints and a non-Lipschitz objective: optimality and approximation, A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints, On the weak stationarity conditions for mathematical programs with cardinality constraints: a unified approach, On the linear independence constraint qualification in disjunctive programming, A quadratic penalty method for hypergraph matching, Sequential optimality conditions for cardinality-constrained optimization problems with applications, An augmented Lagrangian method for cardinality-constrained optimization problems, An augmented Lagrangian proximal alternating method for sparse discrete optimization problems, A Lagrange-Newton algorithm for sparse nonlinear programming, On nondegenerate M-stationary points for sparsity constrained nonlinear optimization, Sufficient conditions for metric subregularity of constraint systems with applications to disjunctive and ortho-disjunctive programs, A comparative study of sequential optimality conditions for mathematical programs with cardinality constraints



Cites Work