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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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) |
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switching constraint stationary point non-Lipschitz optimality condition Mathematics QA1-939 |
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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 |
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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 |
_version_ |
1718411399037714432 |