On the smoothing of the norm objective penalty function for two-cardinality sparse constrained optimization problems

Abstract

Listen

Translate article

This paper studies a smoothing norm objective penalty function for two-cardinality sparse constrained optimization problems. Good properties are proved for the smoothing norm objective penalty functions in solving two-cardinality sparse constrained optimization problems, after which an algorithm is presented. Furthermore, its convergence is also proved under some conditions. The proposed algorithm can solve a satisfactory approximate optimal solution in a numerical example.