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Restricted Robinson Constraint Qualification and Optimality for Cardinality-Constrained Cone Programming.
- Source :
-
Journal of Optimization Theory & Applications . Oct2017, Vol. 175 Issue 1, p104-118. 15p. - Publication Year :
- 2017
-
Abstract
- In this paper, optimality conditions are presented and analyzed for the cardinality-constrained cone programming arising from finance, statistical regression, signal processing, etc. By introducing a restricted form of (strict) Robinson constraint qualification, the first-order optimality conditions for the cardinality-constrained cone programming are established based upon the properties of the normal cone. After characterizing further the second-order tangent set to the cardinality-constrained system, the second-order optimality conditions are also presented under some mild conditions. These proposed optimality conditions, to some extent, enrich the optimization theory for noncontinuous and nonconvex programming problems. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00223239
- Volume :
- 175
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- Journal of Optimization Theory & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 125431222
- Full Text :
- https://doi.org/10.1007/s10957-017-1166-4