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New verifiable stationarity concepts for a class of mathematical programs with disjunctive constraints
In this paper, we consider a sufficiently broad class of non-linear mathematical programs with disjunctive constraints, which, e.g. include mathematical programs with complemetarity/vanishing constraints. We present an extension of the concept of [Image: see text] -stationarity which can be easily c...
Autores principales: | , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Taylor & Francis
2017
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5761710/ https://www.ncbi.nlm.nih.gov/pubmed/29375237 http://dx.doi.org/10.1080/02331934.2017.1387547 |
Sumario: | In this paper, we consider a sufficiently broad class of non-linear mathematical programs with disjunctive constraints, which, e.g. include mathematical programs with complemetarity/vanishing constraints. We present an extension of the concept of [Image: see text] -stationarity which can be easily combined with the well-known notion of M-stationarity to obtain the stronger property of so-called [Image: see text] -stationarity. We show how the property of [Image: see text] -stationarity (and thus also of M-stationarity) can be efficiently verified for the considered problem class by computing [Image: see text] -stationary solutions of a certain quadratic program. We consider further the situation that the point which is to be tested for [Image: see text] -stationarity, is not known exactly, but is approximated by some convergent sequence, as it is usually the case when applying some numerical method. |
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