Extended convergence analysis of the Scholtes-type regularization for cardinality-constrained optimization problems

• 成果类型: Article
• 署名作者: Laemmel, Sebastian; Shikhman, Vladimir
• 署名单位: Technische Universitat Chemnitz
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-024-02082-3
• 发表日期: 2025
• 页码: 207-243
• 关键词: mathematical programs; optimality conditions

摘要

We extend the convergence analysis of the Scholtes-type regularization method for cardinality-constrained optimization problems. Its behavior is clarified in the vicinity of saddle points, and not just of minimizers as it has been done in the literature before. This becomes possible by using as an intermediate step the recently introduced regularized continuous reformulation of a cardinality-constrained optimization problem. We show that the Scholtes-type regularization method is well-defined locally around a nondegenerate T-stationary point of this regularized continuous reformulation. Moreover, the nondegenerate Karush-Kuhn-Tucker points of the corresponding Scholtes-type regularization converge to a T-stationary point having the same index, i.e. its topological type persists. As consequence, we conclude that the global structure of the Scholtes-type regularization essentially coincides with that of CCOP.