Relaxed method for optimization problems with cardinality constraints

DOI10.1007/S10898-023-01317-5MaRDI QIDQ6154400zbMATH OpenOpenAlexFDO

Authors Yan-Chao Liang, Guihua Lin

Publication date 15 February 2024

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10898-023-01317-5

zbMATH Keywords

global convergenceconstraint qualificationsrelaxed methodM-stationarityS-stationarityoptimization problems with cardinality constraint

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites work

• scientific article; zbMATH DE number 1906319 (Why is no real title available?)
• A concave optimization-based approach for sparse portfolio selection
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• Constraint qualifications and optimality conditions 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
• Mathematical programs with cardinality constraints: reformulation by complementarity-type conditions and a regularization method
• Optimization problems with cardinality constraints
• Recent advances in mathematical programming with semi-continuous variables and cardinality constraint
• SDP diagonalizations and perspective cuts for a class of nonseparable MIQP
• Second-order optimality conditions and improved convergence results for regularization methods for cardinality-constrained optimization problems
• Sequential optimality conditions for cardinality-constrained optimization problems with applications
• Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach
• The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited

Cited in

(1)

• Optimality conditions and constraint qualifications for cardinality constrained optimization problems

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