Analysis of a New Sequential Optimality Condition Applied to Mathematical Programs with Equilibrium Constraints

In this study, a novel sequential optimality condition for general continuous optimization problems is established. In the context of mathematical programs with equilibrium constraints, the condition is proved to ensure Clarke stationarity. Originally devised for constrained nonsmooth optimization,...

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Veröffentlicht in:Journal of optimization theory and applications 2020-05, Vol.185 (2), p.433-447
Hauptverfasser: Helou, Elias S., Santos, Sandra A., Simões, Lucas E. A.
Format: Artikel
Sprache:eng
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Zusammenfassung:In this study, a novel sequential optimality condition for general continuous optimization problems is established. In the context of mathematical programs with equilibrium constraints, the condition is proved to ensure Clarke stationarity. Originally devised for constrained nonsmooth optimization, the proposed sequential optimality condition addresses the domain of the constraints instead of their images, capturing indistinctly the features of the complementarity and the ordinary constraints of optimization problems modeling equilibrium conditions.
ISSN:0022-3239
1573-2878
DOI:10.1007/s10957-020-01658-1