The First-Order Necessary Conditions for Sparsity Constrained Optimization

被引：9
|
作者：
Li X. [1 ]
Song W. [1 ]
机构：
[1] School of Mathematical Sciences, Harbin Normal University, Harbin
来源：
Journal of the Operations Research Society of China | 2015年 / 3卷 / 4期
基金：
中国国家自然科学基金;
关键词：
First-order necessary conditions; Mordukhovich normal cone; Sparsity constrained optimization;
D O I：
10.1007/s40305-015-0107-x
中图分类号：
学科分类号：
摘要：
In this paper, we study optimization problems with the sparsity constraints. Firstly we give the expressions of the Mordukhovich (the limiting) normal cone of sparsity constraint and its intersection with a polyhedral set, and then based on these expressions we present the first-order necessary conditions for sparsity constrained optimization. © 2015, Operations Research Society of China, Periodicals Agency of Shanghai University, Science Press, and Springer-Verlag Berlin Heidelberg.
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页码：521 / 535
页数：14
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