Sequential optimality conditions for cardinality-constrained optimization problems with applications
From MaRDI portal
Publication:2044577
DOI10.1007/s10589-021-00298-zzbMath1482.90211OpenAlexW3192244761MaRDI QIDQ2044577
Alexandra Schwartz, Andreas B. Raharja, Christian Kanzow
Publication date: 9 August 2021
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-021-00298-z
relaxation methodcardinality constraintsaugmented Lagrangian methodcone-continuity type constraint qualificationsequential optimality condition
Related Items
Asymptotic regularity for Lipschitzian nonlinear optimization problems with applications to complementarity constrained and bilevel programming ⋮ On the best achievable quality of limit points of augmented Lagrangian schemes ⋮ Optimality conditions, approximate stationarity, and applications – a story beyond lipschitzness ⋮ An augmented Lagrangian method for optimization problems with structured geometric constraints ⋮ A low-cost alternating projection approach for a continuous formulation of convex and cardinality constrained optimization ⋮ Relaxed method for optimization problems with cardinality constraints ⋮ On the fulfillment of the complementary approximate Karush-Kuhn-Tucker conditions and algorithmic applications ⋮ A strong sequential optimality condition for cardinality-constrained optimization problems ⋮ A comparative study of sequential optimality conditions for mathematical programs with cardinality constraints
Uses Software
Cites Work
- Unnamed Item
- Constraint qualifications and optimality conditions for optimization problems with cardinality constraints
- Recent advances in mathematical programming with semi-continuous variables and cardinality constraint
- Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach
- Algorithm for cardinality-constrained quadratic optimization
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization
- Computational study of a family of mixed-integer quadratic programming problems
- A local relaxation method for the cardinality constrained portfolio optimization problem
- Stationarity conditions and constraint qualifications for mathematical programs with switching constraints. With applications to either-or-constrained programming
- Structural properties of affine sparsity constraints
- Convergence Properties of a Regularization Scheme for Mathematical Programs with Complementarity Constraints
- A New Regularization Method for Mathematical Programs with Complementarity Constraints with Strong Convergence Properties
- Sparsity Constrained Nonlinear Optimization: Optimality Conditions and Algorithms
- A concave optimization-based approach for sparse portfolio selection
- A New Relaxation Scheme for Mathematical Programs with Equilibrium Constraints
- A New Sequential Optimality Condition for Constrained Optimization and Algorithmic Consequences
- A Cone-Continuity Constraint Qualification and Algorithmic Consequences
- On Augmented Lagrangian Methods with General Lower-Level Constraints
- Variational Analysis
- On the Constant Positive Linear Dependence Condition and Its Application to SQP Methods
- An Augmented Lagrangian Method for Optimization Problems in Banach Spaces
- Global Convergence of Augmented Lagrangian Methods Applied to Optimization Problems with Degenerate Constraints, Including Problems with Complementarity Constraints
- New Sequential Optimality Conditions for Mathematical Programs with Complementarity Constraints and Algorithmic Consequences
- Strict Constraint Qualifications and Sequential Optimality Conditions for Constrained Optimization
- The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited
- Practical Augmented Lagrangian Methods for Constrained Optimization
- Mathematical Programs with Cardinality Constraints: Reformulation by Complementarity-Type Conditions and a Regularization Method
- Mathematical programs with equilibrium constraints: a sequential optimality condition, new constraint qualifications and algorithmic consequences
- Relaxation schemes for mathematical programmes with switching constraints
- On sequential optimality conditions for smooth constrained optimization
