A strong sequential optimality condition for cardinality-constrained optimization problems

DOI10.1007/s11075-022-01371-2OpenAlexW4289793399MaRDI QIDQ2700003

Li-Ping Pang, Menglong Xue

Publication date: 20 April 2023

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-022-01371-2

zbMATH Keywords

cardinality constraintsconstraint qualificationsequential optimality conditionsafeguarded augmented Lagrangian method

Mathematics Subject Classification ID

Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Mathematical programming (90C99) Numerical analysis (65-XX)

Uses Software

• ALGENCAN

Cites Work

• Unnamed Item
• Unnamed Item
• Constraint qualifications and optimality conditions for optimization problems with cardinality constraints
• A relaxed constant positive linear dependence constraint qualification and applications
• 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
• Second-order optimality conditions and improved convergence results for regularization methods for cardinality-constrained optimization problems
• Computational study of a family of mixed-integer quadratic programming problems
• Sequential optimality conditions for cardinality-constrained optimization problems with applications
• Bounds on efficient outcomes for large-scale cardinality-constrained Markowitz problems
• An augmented Lagrangian method for cardinality-constrained optimization problems
• A comparative study of sequential optimality conditions for mathematical programs with cardinality constraints
• On the weak stationarity conditions for mathematical programs with cardinality constraints: a unified approach
• Certifiably optimal sparse principal component analysis
• Structural properties of affine sparsity constraints
• A New Sequential Optimality Condition for Constrained Optimization and Algorithmic Consequences
• Variational Analysis
• A Sequential Optimality Condition Related to the Quasi-normality Constraint Qualification and Its Algorithmic Consequences
• Weighted Network Design With Cardinality Constraints via Alternating Direction Method of Multipliers
• On the convergence of augmented Lagrangian strategies for nonlinear programming
• New Sequential Optimality Conditions for Mathematical Programs with Complementarity Constraints and Algorithmic Consequences
• Practical Augmented Lagrangian Methods for Constrained Optimization
• Mathematical Programs with Cardinality Constraints: Reformulation by Complementarity-Type Conditions and a Regularization Method
• On sequential optimality conditions for smooth constrained optimization

This page was built for publication: A strong sequential optimality condition for cardinality-constrained optimization problems