The first-order necessary conditions for sparsity constrained optimization
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- Sparsity constrained nonlinear optimization: optimality conditions and algorithms
- Variational Analysis
Cited in
(14)- A quadratic penalty method for hypergraph matching
- On solutions of sparsity constrained optimization
- On nondegenerate M-stationary points for sparsity constrained nonlinear optimization
- A unifying framework for sparsity-constrained optimization
- On the weak stationarity conditions for mathematical programs with cardinality constraints: a unified approach
- Lagrangian duality and saddle points for sparse linear programming
- Nonsmooth sparsity constrained optimization problems: optimality conditions
- Sequential M-stationarity conditions for general optimization problems
- Sparsity constrained optimization problems via disjunctive programming
- Optimality conditions for sparse nonlinear programming
- Structural properties of affine sparsity constraints
- On the minimization over sparse symmetric sets: projections, optimality conditions, and algorithms
- Restricted Robinson constraint qualification and optimality for cardinality-constrained cone programming
- First- and second-order optimality conditions of nonsmooth sparsity multiobjective optimization via variational analysis
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