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 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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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. |
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ISSN: | 0022-3239 1573-2878 |
DOI: | 10.1007/s10957-020-01658-1 |