Nonsmooth sparsity constrained optimization problems: optimality conditions

被引：3

作者：

Movahedian, N. ^{[1
]}

Nobakhtian, S. ^{[1
,2
]}

Sarabadan, M. ^{[1
]}

机构：

[1] Univ Isfahan, Dept Math, POB 81745-163, Esfahan, Iran

[2] Inst Res Fundamental Sci IPM, Sch Math, POB 19395-5746, Tehran, Iran

来源：

OPTIMIZATION LETTERS | 2019年 / 13卷 / 05期

关键词：

Sparsity constrained optimization; Tangent cone; Normal cone; N-stationary; Optimality condition; Second-order tangent set;

D O I：

10.1007/s11590-018-1310-6

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

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.

引用

页码：1027 / 1038

页数：12

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[Anonymous], NONSMOOTH ANAL CONTR

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