Mathematical Programs with Cardinality Constraints: Reformulation by Complementarity-Type Conditions and a Regularization Method

DOI10.1137/140978077zbMath1332.90220OpenAlexW638016179MaRDI QIDQ5743614

Christian Kanzow, Alexandra Schwartz, Oleg P. Burdakov

Publication date: 5 February 2016

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-124611

zbMATH Keywords

relaxationlocal minimaregularization methodcardinality constraintsstationary pointsglobal minimaM-stationarity

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46) Combinatorial optimization (90C27)

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Uses Software

• SNOPT
• Gurobi

Cites Work

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