Constraint qualifications and optimality conditions for optimization problems with cardinality constraints
2016
Abstract
This paper considers optimization problems with cardinality constraints. Based on a recently introduced reformulation of this problem as a nonlinear program with continuous variables, we first define some problem-tailored constraint qualifications and then show how these constraint qualifications can be used to obtain suitable optimality conditions for cardinality constrained problems.
Here, the (KKT-like) optimality conditions hold under much weaker assumptions than the corresponding result that is known for the somewhat related class of mathematical programs with complementarity constraints.