Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/287145 
Year of Publication: 
2021
Citation: 
[Journal:] Journal of Global Optimization [ISSN:] 1573-2916 [Volume:] 82 [Issue:] 2 [Publisher:] Springer US [Place:] New York, NY [Year:] 2021 [Pages:] 219-242
Publisher: 
Springer US, New York, NY
Abstract: 
We study sparsity constrained nonlinear optimization (SCNO) from a topological point of view. Special focus will be on M-stationary points from Burdakov et al. (SIAM J Optim 26:397–425, 2016), also introduced as NC\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$N$$\end{document}-stationary points in Pan et al. (J Oper Res Soc China 3:421–439, 2015). We introduce nondegenerate M-stationary points and define their M-index. We show that all M-stationary points are generically nondegenerate. In particular, the sparsity constraint is active at all local minimizers of a generic SCNO. Some relations to other stationarity concepts, such as S-stationarity, basic feasibility, and CW-minimality, are discussed in detail. By doing so, the issues of instability and degeneracy of points due to different stationarity concepts are highlighted. The concept of M-stationarity allows to adequately describe the global structure of SCNO along the lines of Morse theory. For that, we study topological changes of lower level sets while passing an M-stationary point. As novelty for SCNO, multiple cells of dimension equal to the M-index are needed to be attached. This intriguing fact is in strong contrast with other optimization problems considered before, where just one cell suffices. As a consequence, we derive a Morse relation for SCNO, which relates the numbers of local minimizers and M-stationary points of M-index equal to one. The appearance of such saddle points cannot be thus neglected from the perspective of global optimization. Due to the multiplicity phenomenon in cell-attachment, a saddle point may lead to more than two different local minimizers. We conclude that the relatively involved structure of saddle points is the source of well-known difficulty if solving SCNO to global optimality.
Subjects: 
Sparsity constraint
M-stationarity
M-index
Nondegeneracy
Genericity
Morse theory
Saddle points
Persistent Identifier of the first edition: 
Creative Commons License: 
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Document Type: 
Article
Document Version: 
Published Version

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