The First-Order Necessary Conditions for Sparsity Constrained Optimization  

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作  者:Xue Li Wen Song 

机构地区:[1]School of Mathematical Sciences,Harbin Normal University,Harbin 150025,China

出  处:《Journal of the Operations Research Society of China》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).

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.

关 键 词:Sparsity constrained optimization Mordukhovich normal cone First-order necessary conditions 

分 类 号:O17[理学—数学]

 

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