On Constraint Qualifications and Sensitivity Analysis for General Optimization Problems via Pseudo-Jacobians
A nonsmooth and nonconvex general optimization problem is considered. Using the idea of pseudo-Jacobians, nonsmooth versions of the Robinson and Mangasarian–Fromovitz constraint qualifications are defined and relationships between them and the local error bound property are investigated. A new neces...
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Veröffentlicht in: | Journal of optimization theory and applications 2018-12, Vol.179 (3), p.778-799 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | A nonsmooth and nonconvex general optimization problem is considered. Using the idea of pseudo-Jacobians, nonsmooth versions of the Robinson and Mangasarian–Fromovitz constraint qualifications are defined and relationships between them and the local error bound property are investigated. A new necessary optimality condition, based on the pseudo-Jacobians, is derived under the local error bound constraint qualification. These results are applied for computing and estimating the Fréchet and limiting subdifferentials of value functions. Moreover, several examples are provided to clarify the obtained results. |
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ISSN: | 0022-3239 1573-2878 |
DOI: | 10.1007/s10957-018-1336-z |