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The enhanced Fritz-John and KKT optimality conditions are derived for a nonsmooth finite-dimensional optimization problem with equality, inequality and set constraints using the limiting subdifferential of Mordukhovich. Here, instead of the complementary slackness condition (CS), the stronger complementarity violation condition (CV) of Bertsekas with additional subdifferentiation assumptions is taken into consideration. The stronger CV allows to set weaker constraint qualifications (CQ) for the validity of the KKT-conditions. Here, some generalized notions of no nonzero abnormal multiplier CQ (NNAMCQ), pseudonormality and quasinormality of a feasible point are used. It is shown that the pseudonormality or quasinormality implies the calmness of the constraint set valued function which yields a local error bound condition (Ljusternik therorem) and hence a kind of local exact penalty for the problem in consideration. The application of the derived enhanced optimality conditions under quasinormality to the value function of sensitivity analysis gives tighter bounds for its subdifferential. Most of the used tools are introduced in the preliminaries and all new proves are given in detail. | |||
Property / review text: The enhanced Fritz-John and KKT optimality conditions are derived for a nonsmooth finite-dimensional optimization problem with equality, inequality and set constraints using the limiting subdifferential of Mordukhovich. Here, instead of the complementary slackness condition (CS), the stronger complementarity violation condition (CV) of Bertsekas with additional subdifferentiation assumptions is taken into consideration. The stronger CV allows to set weaker constraint qualifications (CQ) for the validity of the KKT-conditions. Here, some generalized notions of no nonzero abnormal multiplier CQ (NNAMCQ), pseudonormality and quasinormality of a feasible point are used. It is shown that the pseudonormality or quasinormality implies the calmness of the constraint set valued function which yields a local error bound condition (Ljusternik therorem) and hence a kind of local exact penalty for the problem in consideration. The application of the derived enhanced optimality conditions under quasinormality to the value function of sensitivity analysis gives tighter bounds for its subdifferential. Most of the used tools are introduced in the preliminaries and all new proves are given in detail. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Armin Hoffmann / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 90C46 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 90C31 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 49J52 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 90C30 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6187310 / rank | |||
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Property / zbMATH Keywords | |||
enhanced Fritz John condition | |||
Property / zbMATH Keywords: enhanced Fritz John condition / rank | |||
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Property / zbMATH Keywords | |||
enhanced KKT condition | |||
Property / zbMATH Keywords: enhanced KKT condition / rank | |||
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constraint qualification | |||
Property / zbMATH Keywords: constraint qualification / rank | |||
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nonsmooth analysis | |||
Property / zbMATH Keywords: nonsmooth analysis / rank | |||
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value function | |||
Property / zbMATH Keywords: value function / rank | |||
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local error bound | |||
Property / zbMATH Keywords: local error bound / rank | |||
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Property / zbMATH Keywords | |||
Ljusternik theorem | |||
Property / zbMATH Keywords: Ljusternik theorem / rank | |||
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calmness | |||
Property / zbMATH Keywords: calmness / rank | |||
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quasinormal | |||
Property / zbMATH Keywords: quasinormal / rank | |||
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pseudonormal | |||
Property / zbMATH Keywords: pseudonormal / rank | |||
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limiting subdifferential | |||
Property / zbMATH Keywords: limiting subdifferential / rank | |||
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complementary violation condition | |||
Property / zbMATH Keywords: complementary violation condition / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10107-013-0667-7 / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W2041718604 / rank | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 15:51, 6 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Enhanced Karush-Kuhn-Tucker condition and weaker constraint qualifications |
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Enhanced Karush-Kuhn-Tucker condition and weaker constraint qualifications (English)
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12 July 2013
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The enhanced Fritz-John and KKT optimality conditions are derived for a nonsmooth finite-dimensional optimization problem with equality, inequality and set constraints using the limiting subdifferential of Mordukhovich. Here, instead of the complementary slackness condition (CS), the stronger complementarity violation condition (CV) of Bertsekas with additional subdifferentiation assumptions is taken into consideration. The stronger CV allows to set weaker constraint qualifications (CQ) for the validity of the KKT-conditions. Here, some generalized notions of no nonzero abnormal multiplier CQ (NNAMCQ), pseudonormality and quasinormality of a feasible point are used. It is shown that the pseudonormality or quasinormality implies the calmness of the constraint set valued function which yields a local error bound condition (Ljusternik therorem) and hence a kind of local exact penalty for the problem in consideration. The application of the derived enhanced optimality conditions under quasinormality to the value function of sensitivity analysis gives tighter bounds for its subdifferential. Most of the used tools are introduced in the preliminaries and all new proves are given in detail.
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enhanced Fritz John condition
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enhanced KKT condition
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constraint qualification
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nonsmooth analysis
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value function
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local error bound
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Ljusternik theorem
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calmness
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quasinormal
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pseudonormal
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limiting subdifferential
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complementary violation condition
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