Sufficient Conditions for Metric Subregularity of Constraint Systems with Applications to Disjunctive and Ortho-Disjunctive Programs

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F22%3A00547132" target="_blank" >RIV/67985556:_____/22:00547132 - isvavai.cz</a>

Výsledek na webu

<a href="https://link.springer.com/article/10.1007/s11228-020-00569-7" target="_blank" >https://link.springer.com/article/10.1007/s11228-020-00569-7</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1007/s11228-020-00569-7" target="_blank" >10.1007/s11228-020-00569-7</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Sufficient Conditions for Metric Subregularity of Constraint Systems with Applications to Disjunctive and Ortho-Disjunctive Programs

Popis výsledku v původním jazyce

This paper is devoted to the study of the metric subregularity constraint qualification for general optimization problems, with the emphasis on the nonconvex setting. We elaboratenon notions of directional pseudo- and quasi-normality, recently introduced by Bai et al., which combine the standard approach via pseudo- and quasi-normality with modern tools of directional variational analysis. We focus on applications to disjunctive programs, where (directional) pseudo-normality is characterized via an extremal condition. This, in turn, yields efficient tools to verify pseudo-normality and the metric subregularity constraint qualification, which include, but are not limited to, Robinson’s result on polyhedral multifunctions and Gfrerer’s second-order sufficient condition for metric subregularity. Finally, we refine our study by defining the new class of ortho-disjunctive programs which comprises prominent optimization problems such as mathematical programs with complementarity, vanishing or switching constraints.

Název v anglickém jazyce

Sufficient Conditions for Metric Subregularity of Constraint Systems with Applications to Disjunctive and Ortho-Disjunctive Programs

Popis výsledku anglicky

This paper is devoted to the study of the metric subregularity constraint qualification for general optimization problems, with the emphasis on the nonconvex setting. We elaboratenon notions of directional pseudo- and quasi-normality, recently introduced by Bai et al., which combine the standard approach via pseudo- and quasi-normality with modern tools of directional variational analysis. We focus on applications to disjunctive programs, where (directional) pseudo-normality is characterized via an extremal condition. This, in turn, yields efficient tools to verify pseudo-normality and the metric subregularity constraint qualification, which include, but are not limited to, Robinson’s result on polyhedral multifunctions and Gfrerer’s second-order sufficient condition for metric subregularity. Finally, we refine our study by defining the new class of ortho-disjunctive programs which comprises prominent optimization problems such as mathematical programs with complementarity, vanishing or switching constraints.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

10102 - Applied mathematics

Projekt

<a href="/cs/project/GA18-04145S" target="_blank" >GA18-04145S: Využití stochastických optimalizačních úloh a modelů rovnováhy v analýze portfolií a energetických financích</a><br>

Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2022

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Set-Valued and Variational Analysis

ISSN

1877-0533

e-ISSN

1877-0541

Svazek periodika

30

Číslo periodika v rámci svazku

1

Stát vydavatele periodika

NL - Nizozemsko

Počet stran výsledku

35

Strana od-do

143-177

Kód UT WoS článku

000605112400001

EID výsledku v databázi Scopus

2-s2.0-85099045690