Scaled constraint qualifications and necessary optimality conditions for nonsmooth mathematical programs with second-order cone complementarity constraints (Q2114848)

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article; zbMATH DE number 7490100
Language Label Description Also known as
default for all languages
No label defined
    English
    Scaled constraint qualifications and necessary optimality conditions for nonsmooth mathematical programs with second-order cone complementarity constraints
    scientific article; zbMATH DE number 7490100

      Statements

      Scaled constraint qualifications and necessary optimality conditions for nonsmooth mathematical programs with second-order cone complementarity constraints (English)
      0 references
      0 references
      0 references
      0 references
      15 March 2022
      0 references
      The following minimization problem with second-order cone complementarity constraints is considered: \[ f(z) \rightarrow \min \text{ subject to } G_i(z) \in K_{m_i},~ H_i(z) \subset K_{m_i},~ (G_i(z),H_i(z)) = 0,~ i = 1,\dots, J, \] where \(f: \mathbb{R}^n \rightarrow \mathbb{R},~ G_i: \mathbb{R}^n \rightarrow \mathbb{R}^{m_i},~ i = 1,\dots J\) and \(K_{m_i}\) denotes for all \(i\) the \(m_i\)-dimensional second-order cone. Applications of the minimization problem and their modifications are outlined. It is shown that usually used constraint qualifications as Mangasarian-Fromowitz constraint qualifications cannot be used for this problem. The authors propose new constraint qualifications and study properties of the corresponding new stationary concepts.
      0 references
      mathematical program with second-order cone complementarity constraints
      0 references
      constraint qualification
      0 references
      M-stationary
      0 references
      S-stationary
      0 references
      nonsmooth analysis
      0 references
      necessary optimality condition
      0 references
      0 references
      0 references

      Identifiers