非光滑优化问题的渐近平稳性和正则性

P. Mehlitz
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引用次数: 21

摘要

利用极限变分分析的工具,导出了非光滑数学规划的序列必要最优性条件,该条件不需要任何附加假设。为了保证这种新意义上的平稳点已经是莫尔杜霍维奇平稳的,必须有一个约束条件,我们称之为am正则性。本文从可行性映射的度量(子)规则等非光滑优化出发,研究了am -正则性与其他约束条件之间的关系。我们的发现适用于几何优化问题,特别是,析取约束。这种方法表明,am -正则性恢复了最近从标准非线性和互补约束优化中引入的锥连续型约束条件,有时称为akkt -正则性。最后,我们讨论了极限变分微积分中am正则性的一些结果。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Asymptotic stationarity and regularity for nonsmooth optimization problems
Based on the tools of limiting variational analysis, we derive a sequential necessary optimality condition for nonsmooth mathematical programs which holds without any additional assumptions. In order to ensure that stationary points in this new sense are already Mordukhovich-stationary, the presence of a constraint qualification which we call AM-regularity is necessary. We investigate the relationship between AM-regularity and other constraint qualifications from nonsmooth optimization like metric (sub-)regularity of the underlying feasibility mapping. Our findings are applied to optimization problems with geometric and, particularly, disjunctive constraints. This way, it is shown that AM-regularity recovers recently introduced cone-continuity-type constraint qualifications, sometimes referred to as AKKT-regularity, from standard nonlinear and complementarity-constrained optimization. Finally, we discuss some consequences of AM-regularity for the limiting variational calculus.
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