Sequential optimality conditions for cardinality-constrained optimization problems with applications
type: Item
instance of: scholarly article
title: Sequential optimality conditions for cardinality-constrained optimization problems with applications
zbMATH Open document ID: 1482.90211
author: Christian Kanzow
author: Andreas B. Raharja
author: Alexandra Schwartz
published in: Computational Optimization and Applications
publication date: 2021-08-09T00:00:00Z
review text: This paper considers the cardinality-constrained problem, a special type of very hard optimization problems where even testing for feasibility is NP-complete. Traditional algorithms work by converting the problem to a mixed integer programming problem and more recent approaches use sparse optimization methods. The authors begin by presenting the preliminaries and background definitions of this very interesting problem, followed by the main contribution of the article in the form of a sequential optimality condition and a cone-continuity-type constraint qualification, for use with sparse optimization. The article then demonstrates the application of the method to regularization methods and augmented Lagrange methods, although the full result on the application to global regularization remains an open problem.
reviewed by: Efstratios Rappos
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C46
zbMATH DE Number: 7379937
zbMATH Keywords: cardinality constraints
zbMATH Keywords: sequential optimality condition
zbMATH Keywords: cone-continuity type constraint qualification
zbMATH Keywords: relaxation method
zbMATH Keywords: augmented Lagrangian method
describes a project that uses: ALGENCAN
MaRDI profile type: Publication
full work available at URL: s10589-021-00298-z
OpenAlex ID: W3192244761
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DOI: 10.1007/S10589-021-00298-Z
description: scientific article; zbMATH DE number 7379937