Cardinality-constrained optimization problems in general position and beyond

Abstract: We study cardinality-constrained optimization problems (CCOP) in general position, i. e. those optimization-related properties that are fulfilled for a dense and open subset of their defining functions. We show that the well-known cardinality-constrained linear independence constraint qualification (CC-LICQ) is generic in this sense. For M-stationary points we define nondegeneracy and show that it is a generic property too. In particular, the sparsity constraint turns out to be active at all minimizers of a generic CCOP. Moreover, we describe the global structure of CCOP in the sense of Morse theory, emphasizing the strength of the generic approach. Here, we prove that multiple cells need to be attached, each of dimension coinciding with the proposed M-index of nondegenerate M-stationary points. Beyond this generic viewpoint, we study singularities of CCOP. For that, the relation between nondegeneracy and strong stability in the sense of Kojima (1980) is examined. We show that nondegeneracy implies the latter, while the reverse implication is in general not true. To fill the gap, we fully characterize the strong stability of M-stationary points under CC-LICQ by first- and second-order information of CCOP defining functions. Finally, we compare nondegeneracy and strong stability of M-stationary points with second-order sufficient conditions recently introduced in the literature.