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Augmented Lagrangian method 1 Cardinality constraints 1 Cone-continuity type constraint qualification 1 Relaxation method 1 Sequential optimality condition 1
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Free 1
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Article 1
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English 1
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Kanzow, Christian 1 Raharja, Andreas B. 1 Schwartz, Alexandra 1
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Computational Optimization and Applications 1
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EconStor 1
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Sequential optimality conditions for cardinality-constrained optimization problems with applications
Kanzow, Christian; Raharja, Andreas B.; Schwartz, Alexandra - In: Computational Optimization and Applications 80 (2021) 1, pp. 185-211
Recently, a new approach to tackle cardinality-constrained optimization problems based on a continuous reformulation of the problem was proposed. Following this approach, we derive a problem-tailored sequential optimality condition, which is satisfied at every local minimizer without requiring...
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