Linearized M-stationarity conditions for general optimization problems
Optimization and Control
2018-07-24 v1
Abstract
This paper investigates new first-order optimality conditions for general optimization problems. These optimality conditions are stronger than the commonly used M-stationarity conditions and are in particular useful when the latter cannot be applied because the underlying limiting normal cone cannot be computed effectively. We apply our optimality conditions to a MPEC to demonstrate their practicability.
Cite
@article{arxiv.1807.08480,
title = {Linearized M-stationarity conditions for general optimization problems},
author = {Helmut Gfrerer},
journal= {arXiv preprint arXiv:1807.08480},
year = {2018}
}