Strong KKT conditions and weak sharp solutions in convex-composite optimization
type: Item
instance of: scholarly article
title: Strong KKT conditions and weak sharp solutions in convex-composite optimization
zbMATH Open document ID: 1229.90147
author: Xi Yin Zheng
author: K. F. Ng
published in: Mathematical Programming. Series A. Series B
publication date: 2011-02-14T00:00:00Z
review text: Let \(X\) be a Banach space, \(\phi _{0},...,\phi _{m}:X\longrightarrow \mathbb{R}\cup \{+\infty \}\), and \(C\subseteq X\) be a closed convex set. The authors consider the problem of minimizing \(\phi_{0}(x)\) subject to \(\phi _{i}(x)\leq 0\) (\(i=1,...,m\)) and \(x\in C\), under the assumption that, for each \(i,\) one has \(\phi _{i}=\psi _{i}\circ f_{i}\) for a l.s.c. proper convex function \(\psi _{i}\) on a Banach space \(Y\) and a smooth function \(f_{i}:X\longrightarrow Y.\) They define several strong KKT conditions and show them to be related to the notions of sharp and weak sharp minima (in the sense of \textit{J. V. Burke} and \textit{M. C. Ferris} [SIAM J. Control Optimization 31, No. 5, 1340--1359 (1993; Zbl 0791.90040)]) of the penalty function \(p_{\tau }(x):=\phi _{0}(x)+\tau \sum_{i=1}^{m}\max\{\phi _{i}(x),0\}+\tau d(x,C)\). The results are applied to the study of metric regularity for convex-composite inequalities.
Mathematics Subject Classification ID: 90C26
Mathematics Subject Classification ID: 49J52
Mathematics Subject Classification ID: 90C25
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 5851421
zbMATH Keywords: convex-composite optimization
zbMATH Keywords: strong KKT conditions
zbMATH Keywords: sharp solutions
zbMATH Keywords: seak sharp solutions
zbMATH Keywords: variational analysis
zbMATH Keywords: metric regularity
reviewed by: Juan-Enrique Martínez-Legaz
MaRDI profile type: MaRDI publication profile
full work available at URL: s10107-009-0277-6
OpenAlex ID: W2112045043
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DOI: 10.1007/S10107-009-0277-6
description: scientific article; zbMATH DE number 5851421