IDEAS home Printed from https://ideas.repec.org/a/spr/joptap/v201y2024i1d10.1007_s10957-024-02382-w.html
   My bibliography  Save this article

Second-Order Conditions for the Existence of Augmented Lagrange Multipliers for Sparse Optimization

Author

Listed:
  • Chao Kan

    (Harbin Normal University)

  • Wen Song

    (Harbin Normal University)

Abstract

In this paper, we consider the augmented Lagrangian duality for optimization problems with sparsity and abstract set constraints and present second-order conditions for the existence of augmented Lagrange multipliers by calculating the second-order epi-derivative of the augmented Lagrangian. The ingredient of the augmented Lagrangian here includes the indicator function of a sparse set and a composition of the Moreau envelope of the indicator function of a second-order regular set and a twice continuously differentiable mapping. The main process depends heavily on the calculation of the second-order epi-derivative of the indicator function of sparse set which is shown to be second-order regular and also parabolically regular. The second-order sufficient conditions for the sparse nonlinear programming, the sparse inverse covariance selection problem, and the sparse second-order cone programming are obtained as special cases of our general results. We prove that the existence of augmented Lagrange multipliers ensures the exactness of penalty functions and the stability of augmented solutions under small perturbations of the corresponding augmented Lagrange multipliers.

Suggested Citation

  • Chao Kan & Wen Song, 2024. "Second-Order Conditions for the Existence of Augmented Lagrange Multipliers for Sparse Optimization," Journal of Optimization Theory and Applications, Springer, vol. 201(1), pages 103-129, April.
  • Handle: RePEc:spr:joptap:v:201:y:2024:i:1:d:10.1007_s10957-024-02382-w
    DOI: 10.1007/s10957-024-02382-w
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10957-024-02382-w
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s10957-024-02382-w?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:joptap:v:201:y:2024:i:1:d:10.1007_s10957-024-02382-w. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.