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Constraint qualifications and optimality conditions for optimization problems with cardinality constraints

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    0461165 - ÚTIA 2017 RIV NL eng J - Článek v odborném periodiku
    Červinka, Michal - Kanzow, Ch. - Schwartz, A.
    Constraint qualifications and optimality conditions for optimization problems with cardinality constraints.
    Mathematical Programming. Roč. 160, č. 1 (2016), s. 353-377. ISSN 0025-5610. E-ISSN 1436-4646
    Grant CEP: GA ČR GAP402/12/1309; GA ČR GA15-00735S
    Institucionální podpora: RVO:67985556
    Klíčová slova: Cardinality constraints * Constraint qualifications * Optimality conditions * KKT conditions * Strongly stationary points
    Kód oboru RIV: BA - Obecná matematika
    Impakt faktor: 2.446, rok: 2016
    http://library.utia.cas.cz/separaty/2016/MTR/cervinka-0461165.pdf

    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.
    Trvalý link: http://hdl.handle.net/11104/0261535

     
     
Počet záznamů: 1