Constraint qualifications and optimality conditions for optimization problems with cardinality constraints

被引：1

作者：

Michal Červinka

Christian Kanzow

Alexandra Schwartz

机构：

[1] Czech Academy of Sciences,Institute of Information Theory and Automation

[2] Charles University in Prague,Faculty of Social Sciences, Institute of Economic Studies

[3] University of Würzburg,Institute of Mathematics

[4] TU Darmstadt,Graduate School of Computational Engineering

来源：

Mathematical Programming | 2016年 / 160卷

关键词：

Cardinality constraints; Constraint qualifications ; Optimality conditions; KKT conditions; Strongly stationary points; 90C30; 90C11; 90B80; 90C46;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

This paper considers optimization problems with cardinality constraints. Based on a recently introduced reformulation of this problem as a nonlinear program with continuous variables, we first define some problem-tailored constraint qualifications and then show how these constraint qualifications can be used to obtain suitable optimality conditions for cardinality constrained problems. Here, the (KKT-like) optimality conditions hold under much weaker assumptions than the corresponding result that is known for the somewhat related class of mathematical programs with complementarity constraints.

引用

页码：353 / 377

页数：24

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