Mr. Abbas Khademi, Dr. Majid Soleimani-Damaneh,
Volume 6, Issue 3 (11-2020)
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.
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