Stationarity conditions and constraint qualifications for mathematical programs with switching constraints. With applications to either-or-constrained programming (Q2188244)

In this paper, the author shows that reasonable constraint qualifications from nonlinear programming may easily fail to hold at the feasible points of (MPSC), and so, weaker stationarity notions are studied. Furthermore, MPSC-tailored versions of MFCQ and LICQ are introduced. The MPSC-tailored versions of the Abadie and Guignard constraint qualification are some of the weakest regularity conditions from nonlinear programming. These conclusions are applied to state necessary optimality conditions for (discretized) optimal control problems with switching constraints, for example, a switching-constrained reformulation of mathematical programs with either-or-constraints.