Abs-正规非线性规划与MPCC之间的关系。第一部分:强约束规范条件
Relations between Abs-Normal NLPs and MPCCs. Part 1: Strong Constraint Qualifications
AI总结:
本文研究abs-正规非线性规划与MPCC的等价性,证明两类问题的kink规范条件与线性独立型及Mangasarian-Fromovitz型约束规范条件等价,并探讨强平稳性及一阶二阶最优性条件的等价性,同时分析特定松弛重构对规范条件的保持情况。
摘要:
本文是持续比较abs-正规形式的非光滑优化问题与MPCC问题这一研究工作的组成部分。我们研究具有等式和不等式约束的一般abs-正规非线性规划,并将其与等价的MPCC重构形式相关联。我们证明了kink规范条件与线性独立型和Mangasarian-Fromovitz型的MPCC约束规范条件是等价的。随后,我们考虑具有一阶和二阶最优性条件的强平稳性概念,这些概念在这两类问题中同样被证明是等价的。在整个过程中,我们还考虑了文献[9]中提出的特定松弛重构形式,这些重构形式保持了线性独立型的约束规范条件,但未能保持Mangasarian-Fromovitz型的约束规范条件。
英文摘要:
This work is part of an ongoing effort of comparing non-smooth optimization problems in abs-normal form to MPCCs. We study the general abs-normal NLP with equality and inequality constraints in relation to an equivalent MPCC reformulation. We show that kink qualifications and MPCC constraint qualifications of linear independence type and Mangasarian-Fromovitz type are equivalent. Then we consider strong stationarity concepts with first and second order optimality conditions, which again turn out to be equivalent for the two problem classes. Throughout we also consider specific slack reformulations suggested in [9], which preserve constraint qualifications of linear independence type but not of Mangasarian-Fromovitz type.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。