Optimality Conditions, Qualifications and Approximation Method for a Class of Non-Lipschitz Mathematical Programs with Switching Constraints

In this paper, we consider a class of mathematical programs with switching constraints (MPSCs) where the objective involves a non-Lipschitz term. Due to the non-Lipschitz continuity of the objective function, the existing constraint qualifications for local Lipschitz MPSCs are invalid to ensure that...

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Autores principales: Jinman Lv, Zhenhua Peng, Zhongping Wan
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Publicado: MDPI AG 2021
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spelling oai:doaj.org-article:9b1e7273766c4bb195ba461be43172242021-11-25T18:17:10ZOptimality Conditions, Qualifications and Approximation Method for a Class of Non-Lipschitz Mathematical Programs with Switching Constraints10.3390/math92229152227-7390https://doaj.org/article/9b1e7273766c4bb195ba461be43172242021-11-01T00:00:00Zhttps://www.mdpi.com/2227-7390/9/22/2915https://doaj.org/toc/2227-7390In this paper, we consider a class of mathematical programs with switching constraints (MPSCs) where the objective involves a non-Lipschitz term. Due to the non-Lipschitz continuity of the objective function, the existing constraint qualifications for local Lipschitz MPSCs are invalid to ensure that necessary conditions hold at the local minimizer. Therefore, we propose some MPSC-tailored qualifications which are related to the constraints and the non-Lipschitz term to ensure that local minimizers satisfy the necessary optimality conditions. Moreover, we study the weak, Mordukhovich, Bouligand, strongly (W-, M-, B-, S-) stationay, analyze what qualifications making local minimizers satisfy the (M-, B-, S-) stationay, and discuss the relationship between the given MPSC-tailored qualifications. Finally, an approximation method for solving the non-Lipschitz MPSCs is given, and we show that the accumulation point of the sequence generated by the approximation method satisfies S-stationary under the second-order necessary condition and MPSC Mangasarian-Fromovitz (MF) qualification.Jinman LvZhenhua PengZhongping WanMDPI AGarticleswitching constraintstationary pointnon-Lipschitzoptimality conditionMathematicsQA1-939ENMathematics, Vol 9, Iss 2915, p 2915 (2021)
institution DOAJ
collection DOAJ
language EN
topic switching constraint
stationary point
non-Lipschitz
optimality condition
Mathematics
QA1-939
spellingShingle switching constraint
stationary point
non-Lipschitz
optimality condition
Mathematics
QA1-939
Jinman Lv
Zhenhua Peng
Zhongping Wan
Optimality Conditions, Qualifications and Approximation Method for a Class of Non-Lipschitz Mathematical Programs with Switching Constraints
description In this paper, we consider a class of mathematical programs with switching constraints (MPSCs) where the objective involves a non-Lipschitz term. Due to the non-Lipschitz continuity of the objective function, the existing constraint qualifications for local Lipschitz MPSCs are invalid to ensure that necessary conditions hold at the local minimizer. Therefore, we propose some MPSC-tailored qualifications which are related to the constraints and the non-Lipschitz term to ensure that local minimizers satisfy the necessary optimality conditions. Moreover, we study the weak, Mordukhovich, Bouligand, strongly (W-, M-, B-, S-) stationay, analyze what qualifications making local minimizers satisfy the (M-, B-, S-) stationay, and discuss the relationship between the given MPSC-tailored qualifications. Finally, an approximation method for solving the non-Lipschitz MPSCs is given, and we show that the accumulation point of the sequence generated by the approximation method satisfies S-stationary under the second-order necessary condition and MPSC Mangasarian-Fromovitz (MF) qualification.
format article
author Jinman Lv
Zhenhua Peng
Zhongping Wan
author_facet Jinman Lv
Zhenhua Peng
Zhongping Wan
author_sort Jinman Lv
title Optimality Conditions, Qualifications and Approximation Method for a Class of Non-Lipschitz Mathematical Programs with Switching Constraints
title_short Optimality Conditions, Qualifications and Approximation Method for a Class of Non-Lipschitz Mathematical Programs with Switching Constraints
title_full Optimality Conditions, Qualifications and Approximation Method for a Class of Non-Lipschitz Mathematical Programs with Switching Constraints
title_fullStr Optimality Conditions, Qualifications and Approximation Method for a Class of Non-Lipschitz Mathematical Programs with Switching Constraints
title_full_unstemmed Optimality Conditions, Qualifications and Approximation Method for a Class of Non-Lipschitz Mathematical Programs with Switching Constraints
title_sort optimality conditions, qualifications and approximation method for a class of non-lipschitz mathematical programs with switching constraints
publisher MDPI AG
publishDate 2021
url https://doaj.org/article/9b1e7273766c4bb195ba461be4317224
work_keys_str_mv AT jinmanlv optimalityconditionsqualificationsandapproximationmethodforaclassofnonlipschitzmathematicalprogramswithswitchingconstraints
AT zhenhuapeng optimalityconditionsqualificationsandapproximationmethodforaclassofnonlipschitzmathematicalprogramswithswitchingconstraints
AT zhongpingwan optimalityconditionsqualificationsandapproximationmethodforaclassofnonlipschitzmathematicalprogramswithswitchingconstraints
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