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Optimality Conditions and Exact Penalty for Mathematical Programs with Switching Constraints

Authors :
Jane J. Ye
Yan-Chao Liang
Source :
Journal of Optimization Theory and Applications. 190:1-31
Publication Year :
2021
Publisher :
Springer Science and Business Media LLC, 2021.

Abstract

In this paper, we give an overview on optimality conditions and exact penalization for the mathematical program with switching constraints (MPSC). MPSC is a new class of optimization problems which has some important applications. It is well-known that if MPSC is treated as a standard nonlinear program, some of the usual constraint qualifications may fail and to deal with this issue one could reformulate it as a mathematical program with disjunctive constraints (MPDC). In this paper we first survey recent results on constraint qualifications and optimality conditions for MPDC and then apply them to MPSC to obtain the corresponding constraint qualifications and optimality conditions. Moreover we provide two types of sufficient conditions for the local error bound and exact penalty results for MPSC. One comes from the directional quasi-normality for MPDC and the other is obtained by using the local decomposition approach.

Details

ISSN :
15732878 and 00223239
Volume :
190
Database :
OpenAIRE
Journal :
Journal of Optimization Theory and Applications
Accession number :
edsair.doi.dedup.....5e08a2ccd2a0b32280b1a4aecf06f374