Detail publikace

Constraint qualifications and optimality conditions for optimization problems with cardinality constraints

Autor: RNDr. Michal Červinka Ph.D., Christian Kanzow, Alexandra Schwartz
Typ: Články v impaktovaných časopisech
Rok: 2016
Číslo: 160
ISSN / ISBN: 0025-5610
Publikováno v: Mathematical Programming
Místo vydání:
Klíčová slova: Cardinality constraints; Constraint qualifications; Optimality conditions; KKT conditions; Strongly stationary points
JEL kódy:
Citace:
Abstrakt: 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.

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