On necessity of L-stationarity in Nonlinear Optimization with a Sparsity Constraint

Author(s):

Abbas Khademi , Majid Soleimani-Damaneh*

Message:
Article Type:
Research/Original Article (دارای رتبه معتبر)
Abstract:

In this paper, we investigate a necessary optimality condition for a specific problem in nonlinear programming, called sparsity constrained problem. This model involves minimizing a continuously differentiable function over a sparsity constraint. We show that L-stationarity is necessary for optimality in sparsity constrained problems in general. This important property has been proved in the literature under Lipschitzness of the gradient mapping.

Keywords:

Nonlinear programming , Sparsity constrained problems , L-stationarity , Optimality condition

Language:
Persian
Published:
Journal of Mathematical Researches, Volume:6 Issue: 3, 2021
Pages:
387 to 392
https://www.magiran.com/p2217543