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The First-Order Necessary Conditions for Sparsity Constrained Optimization

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摘要 In this paper,we study optimization problems with the sparsity constraints.Firstly we give the expressions of the Mordukhovich(the limiting)normal cone of sparsity constraint and its intersection with a polyhedral set,and then based on these expressions we present the first-order necessary conditions for sparsity constrained optimization.
作者 Xue Li Wen Song
出处 《Journal of the Operations Research Society of China》 EI CSCD 2015年第4期521-535,共15页 中国运筹学会会刊(英文)
基金 supported by the National Natural Sciences Foundation of China(No.11371116) Innovation Foundation for Graduate Students of Harbin Normal University(No.HSDSSCX2015-28).
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