Nonsmooth sparsity constrained optimization problems: optimality conditions

被引:0
|
作者
N. Movahedian
S. Nobakhtian
M. Sarabadan
机构
[1] University of Isfahan,Department of Mathematics
[2] Institute for Research in Fundamental Sciences (IPM),School of Mathematics
来源
Optimization Letters | 2019年 / 13卷
关键词
Sparsity constrained optimization; Tangent cone; Normal cone; N-stationary; Optimality condition; Second-order tangent set;
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摘要
This paper concerns a nonsmooth sparsity constrained optimization problem. We present first and second-order necessary and sufficient optimality conditions by using the concept of normal and tangent cones to the sparsity constraint set. Moreover, second-order tangent set to the sparsity constraint is described and then a new second-order necessary optimality condition is established. The results are illustrated by several examples.
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页码:1027 / 1038
页数:11
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