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Constraint qualifications for constrained Lipschitz optimization problems and applications to a MPCC

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Indexed by:期刊论文

Date of Publication:2012-01-01

Journal:NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS

Included Journals:Scopus、SCIE、EI

Volume:75

Issue:2

Page Number:526-542

ISSN No.:0362-546X

Key Words:Constrained Lipschitz optimization; Constraint qualifications; Calmness; Mathematical program with complementarity constraints

Abstract:Three constraint qualifications (the weak generalized Robinson constraint qualification, the bounded constraint qualification, and the generalized Abadie constraint qualification), which are weaker than the generalized Robinson constraint qualification (GRCQ) given by Yen (1997) [1], are introduced for constrained Lipschitz optimization problems. Relationships between those constraint qualifications and the calmness of the solution mapping are investigated. It is demonstrated that the weak generalized Robinson constraint qualification and the bounded constraint qualification are easily verifiable sufficient conditions for the calmness of the solution mapping, whereas the proposed generalized Abadie constraint qualification, described in terms of graphical derivatives in variational analysis, is weaker than the calmness of the solution mapping. Finally, those constraint qualifications are written for a mathematical program with complementarity constraints (MPCC), and new constraint qualifications ensuring the C-stationary point condition of a MPCC are obtained. (C) 2011 Elsevier Ltd. All rights reserved.

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