Optimality conditions for sparse nonlinear programming

The sparse nonlinear programming (SNP) is to minimize a general continuously differentiable function subject to sparsity, nonlinear equality and inequality constraints. We first define two restricted constraint qualifications and show how these constraint qualifications can be applied to obtain the decomposition properties of the Fr,chet, Mordukhovich and Clarke normal cones to the sparsity constrained feasible set. Based on the decomposition properties of the normal cones, we then present and analyze three classes of Karush-Kuhn-Tucker (KKT) conditions for the SNP. At last, we establish the second-order necessary optimality condition and sufficient optimality condition for the SNP.