Details
Originalsprache | Englisch |
---|---|
Aufsatznummer | 6672 |
Fachzeitschrift | Journal of Nonsmooth Analysis and Optimization |
Jahrgang | 2021 |
Ausgabenummer | 2 |
Publikationsstatus | Veröffentlicht - 18 Feb. 2021 |
Abstract
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in: Journal of Nonsmooth Analysis and Optimization, Jahrgang 2021, Nr. 2, 6672, 18.02.2021.
Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Peer-Review
}
TY - JOUR
T1 - Relations between Abs-Normal NLPs and MPCCs. Part 1
T2 - Strong Constraint Qualifications
AU - Hegerhorst-Schultchen, Lisa C.
AU - Kirches, Christian
AU - Steinbach, Marc C.
PY - 2021/2/18
Y1 - 2021/2/18
N2 - This work is part of an ongoing effort of comparing non-smooth optimization problems in abs-normal form to MPCCs. We study the general abs-normal NLP with equality and inequality constraints in relation to an equivalent MPCC reformulation. We show that kink qualifications and MPCC constraint qualifications of linear independence type and Mangasarian-Fromovitz type are equivalent. Then we consider strong stationarity concepts with first and second order optimality conditions, which again turn out to be equivalent for the two problem classes. Throughout we also consider specific slack reformulations suggested in [9], which preserve constraint qualifications of linear independence type but not of Mangasarian-Fromovitz type.
AB - This work is part of an ongoing effort of comparing non-smooth optimization problems in abs-normal form to MPCCs. We study the general abs-normal NLP with equality and inequality constraints in relation to an equivalent MPCC reformulation. We show that kink qualifications and MPCC constraint qualifications of linear independence type and Mangasarian-Fromovitz type are equivalent. Then we consider strong stationarity concepts with first and second order optimality conditions, which again turn out to be equivalent for the two problem classes. Throughout we also consider specific slack reformulations suggested in [9], which preserve constraint qualifications of linear independence type but not of Mangasarian-Fromovitz type.
KW - math.OC
KW - 90C30, 90C33, 90C46
U2 - 10.46298/jnsao-2021-6672
DO - 10.46298/jnsao-2021-6672
M3 - Article
VL - 2021
JO - Journal of Nonsmooth Analysis and Optimization
JF - Journal of Nonsmooth Analysis and Optimization
SN - 2700-7448
IS - 2
M1 - 6672
ER -