Scaled constraint qualifications and necessary optimality conditions for nonsmooth mathematical programs with second-order cone complementarity constraints (Q2114848)
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English | Scaled constraint qualifications and necessary optimality conditions for nonsmooth mathematical programs with second-order cone complementarity constraints |
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Scaled constraint qualifications and necessary optimality conditions for nonsmooth mathematical programs with second-order cone complementarity constraints (English)
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15 March 2022
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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.
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mathematical program with second-order cone complementarity constraints
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constraint qualification
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M-stationary
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S-stationary
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nonsmooth analysis
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necessary optimality condition
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