On constraint qualifications of a nonconvex inequality

Abstract: In this paper, we study constraint qualifications for the nonconvex inequality defined by a proper lower semicontinuous function. These constraint qualifications involve the generalized construction of normal cones and subdifferentials. Several conditions for these constraint qualifications are also provided therein. When restricted to the convex inequality, these constraint qualifications reduce to basic constraint qualification (BCQ) and strong BCQ studied in [SIAM J. Optim., 14(2004), 757-772] and [Math. Oper. Res., 30 (2005), 956-965].

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Given a convex continuous function \(\phi\) defined on a Banach space \(X\), one says that the convex inequality \(\phi(x)\leq0\) satisfies the basic constraint qualification (BCQ) at \(x\in S:=\left \{ u\in X:\phi(u)\leq0\right \} \) if \(N(S,x)=\left[ 0,+\infty \right) \partial \phi(x)\). Here, \(N(S,x)\) and \(\partial \phi(x)\) are, respectively, the normal cone of \(S\) at \(x\) and the subdifferential of \(\phi\) at \(x\), in the sense of convex analysis. The convex inequality is said to satisfy the strong BCQ at \(x\in \text{bd}(S)\) if there exists \(\tau>0\) such that \(N(S,x)\cap B_{X^{\ast}}\subset \left[ 0,\tau \right] \partial \phi(x)\), where \(B_{X^{\ast}}\) is the unit ball of the dual space \(X^{\ast}\). The aim of this paper is to define and study BCQ and strong BCQ when \(\phi\) is any proper, lower semicontinuous function. This is done by using either the Clarke normal cone and subdifferential (also the Clarke singular subdifferential if \(\phi\) is not locally Lipschitz), or the Fréchet normal cone and subdifferential. As an example, when \(\phi\) is locally Lipschitz, the inequality \(\phi(x)\leq0\) is said to satisfy the Clarke BCQ at \(x\) if \(N_{c}(S,x)\subset \left[ 0,+\infty \right) \partial_{c}\phi(x)\), where \(N_{c}(S,x)\) and and \(\partial_{c}\phi(x)\) are the Clarke normal cone and the Clarke subdifferential at \(x\). When \(\phi\) is convex and continuous, the new and the classical BCQ (respectively, strong BCQ) are equivalent.

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