An augmented Lagrangian method for optimization problems with structured geometric constraints

X Jia, C Kanzow, P Mehlitz, G Wachsmuth - Mathematical Programming, 2023 - Springer
This paper is devoted to the theoretical and numerical investigation of an augmented
Lagrangian method for the solution of optimization problems with geometric constraints …

Cardinality minimization, constraints, and regularization: a survey

AM Tillmann, D Bienstock, A Lodi, A Schwartz - SIAM Review, 2024 - SIAM
We survey optimization problems that involve the cardinality of variable vectors in
constraints or the objective function. We provide a unified viewpoint on the general problem …

[HTML][HTML] An augmented Lagrangian approach for cardinality constrained minimization applied to variable selection problems

N Krejić, EHM Krulikovski, M Raydan - Applied Numerical Mathematics, 2023 - Elsevier
To solve convex constrained minimization problems, that also include a cardinality
constraint, we propose an augmented Lagrangian scheme combined with alternating …

Cardinality-regularized hawkes-granger model

T Idé, G Kollias, D Phan, N Abe - Advances in Neural …, 2021 - proceedings.neurips.cc
We propose a new sparse Granger-causal learning framework for temporal event data. We
focus on a specific class of point processes called the Hawkes process. We begin by …

On the directional asymptotic approach in optimization theory

M Benko, P Mehlitz - Mathematical Programming, 2024 - Springer
As a starting point of our research, we show that, for a fixed order γ≥ 1, each local minimizer
of a rather general nonsmooth optimization problem in Euclidean spaces is either M …

Optimality conditions, approximate stationarity, and applications–a story beyond Lipschitzness

AY Kruger, P Mehlitz - ESAIM: Control, Optimisation and Calculus of …, 2022 - esaim-cocv.org
Approximate necessary optimality conditions in terms of Frechet subgradients and normals
for a rather general optimization problem with a potentially non-Lipschitzian objective …

On the best achievable quality of limit points of augmented Lagrangian schemes

R Andreani, G Haeser, LM Mito, A Ramos… - Numerical …, 2022 - Springer
The optimization literature is vast in papers dealing with improvements on the global
convergence of augmented Lagrangian schemes. Usually, the results are based on weak …

A comparative study of sequential optimality conditions for mathematical programs with cardinality constraints

AA Ribeiro, M Sachine, EHM Krulikovski - Journal of Optimization Theory …, 2022 - Springer
We propose a comparative study of sequential optimality conditions for mathematical
programs with cardinality constraints. Besides analyzing some of the classical approximate …

Asymptotic regularity for Lipschitzian nonlinear optimization problems with applications to complementarity constrained and bilevel programming

P Mehlitz - Optimization, 2023 - Taylor & Francis
Asymptotic stationarity and regularity conditions turned out to be quite useful to study the
qualitative properties of numerical solution methods for standard nonlinear and …

A strong sequential optimality condition for cardinality-constrained optimization problems

M Xue, L Pang - Numerical Algorithms, 2023 - Springer
In this paper, we consider the continuous relaxation reformulation of cardinality-constrained
optimization problems that has become more popular in recent years and propose a new …