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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...

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Detalles Bibliográficos
Autores principales: Benko, Matúš, Gfrerer, Helmut
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Taylor & Francis 2017
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
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author Benko, Matúš
Gfrerer, Helmut
author_facet Benko, Matúš
Gfrerer, Helmut
author_sort Benko, Matúš
collection PubMed
description 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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spelling pubmed-57617102018-01-26 New verifiable stationarity concepts for a class of mathematical programs with disjunctive constraints Benko, Matúš Gfrerer, Helmut Optimization Original Articles 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. Taylor & Francis 2017-10-12 /pmc/articles/PMC5761710/ /pubmed/29375237 http://dx.doi.org/10.1080/02331934.2017.1387547 Text en © 2017 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group http://creativecommons.org/licenses/by/4.0/ This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
spellingShingle Original Articles
Benko, Matúš
Gfrerer, Helmut
New verifiable stationarity concepts for a class of mathematical programs with disjunctive constraints
title New verifiable stationarity concepts for a class of mathematical programs with disjunctive constraints
title_full New verifiable stationarity concepts for a class of mathematical programs with disjunctive constraints
title_fullStr New verifiable stationarity concepts for a class of mathematical programs with disjunctive constraints
title_full_unstemmed New verifiable stationarity concepts for a class of mathematical programs with disjunctive constraints
title_short New verifiable stationarity concepts for a class of mathematical programs with disjunctive constraints
title_sort new verifiable stationarity concepts for a class of mathematical programs with disjunctive constraints
topic Original Articles
url 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
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