Optimality conditions, approximate stationarity, and applications -- a story beyond Lipschitzness
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approximate stationaritygeneralized separationnon-Lipschitzian programmingoptimality conditionssparse control
Methods involving semicontinuity and convergence; relaxation (49J45) Fréchet and Gateaux differentiability in optimization (49J50) Optimality conditions for problems in abstract spaces (49K27) Variational principles in infinite-dimensional spaces (58E30) Nonlinear programming (90C30) Programming in abstract spaces (90C48)
Abstract: Approximate necessary optimality conditions in terms of Fr'echet subgradients and normals for a rather general optimization problem with a potentially non-Lipschitzian objective function are established with the aid of Ekeland's variational principle, the fuzzy Fr'echet subdifferential sum rule, and a novel notion of lower semicontinuity relative to a set-valued mapping or set. Feasible points satisfying these optimality conditions are referred to as approximately stationary. As applications, we derive a new general version of the extremal principle. Furthermore, we study approximate stationarity conditions for an optimization problem with a composite objective function and geometric constraints, a qualification condition guaranteeing that approximately stationary points of such a problem are M-stationary, and a multiplier-penalty-method which naturally computes approximately stationary points of the underlying problem. Finally, necessary optimality conditions for an optimal control problem with a non-Lipschitzian sparsity-promoting term in the objective function are established.
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Cited in
(9)- Constrained composite optimization and augmented Lagrangian methods
- Fuzzy multiplier, sum and intersection rules in non-Lipschitzian settings: decoupling approach revisited
- Sequential M-stationarity conditions for general optimization problems
- On the directional asymptotic approach in optimization theory
- Optimality conditions and subdifferential calculus for infinite sums of functions
- Convergence rates for an inexact linearized ADMM for nonsmooth nonconvex optimization with nonlinear equality constraints
- Approximate stationarity in disjunctive optimization: concepts, qualification conditions, and application to MPCCs
- Variational Poisson denoising via augmented Lagrangian methods
- Revisiting approximate minimality and approximate criticality in scalar optimization with constraints
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