A new constraint qualification and sharp optimality conditions for nonsmooth mathematical programming problems in terms of quasidifferentials

DOI10.1137/19M1293478zbMATH Open1493.90219arXiv1910.06050OpenAlexW3021186089MaRDI QIDQ4971017FDOQ4971017

Maxim Dolgopolik

Publication date: 8 October 2020

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Abstract: The paper is devoted to an analysis of a new constraint qualification and a derivation of the strongest existing optimality conditions for nonsmooth mathematical programming problems with equality and inequality constraints in terms of Demyanov-Rubinov-Polyakova quasidifferentials under the minimal possible assumptions. To this end, we obtain a novel description of convex subcones of the contingent cone to a set defined by quasidifferentiable equality and inequality constraints with the use of a new constraint qualification. We utilize these description and constraint qualification to derive the strongest existing optimality conditions for nonsmooth mathematical programming problems in terms of quasidifferentials under less restrictive assumptions than in previous studies. The main feature of the new constraint qualification and related optimality conditions is the fact that they depend on individual elements of quasidifferentials of the objective function and constraints and are not invariant with respect to the choise of quasidifferentials. To illustrate the theoretical results, we present two simple examples in which optimality conditions in terms of various subdifferentials (in fact, any outer semicontinuous/limiting subdifferential) are satisfied at a nonoptimal point, while the optimality conditions obtained in this paper do not hold true at this point, that is, optimality conditions in terms of quasidifferentials, unlike the ones in terms of subdifferentials, detect the nonoptimality of this point.

Full work available at URL: https://arxiv.org/abs/1910.06050

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zbMATH Keywords

contingent conenonsmooth optimizationoptimality conditionsconstraint qualificationquasidifferential

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Nonlinear programming (90C30) Nonsmooth analysis (49J52)

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Cited In (11)

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