New verifiable stationarity concepts for a class of mathematical programs with disjunctive constraints
Abstract
In this paper we consider a sufficiently broad class of nonlinear mathematical programs with disjunctive constraints, which, e.g., include mathematical programs with complemetarity/vanishing constraints. We present an extension of the concept of -stationarity as introduced in the recent paper [2]. -stationarity can be easily combined with the well-known notion of M-stationarity to obtain the stronger property of so-called -stationarity. We show how the property of -stationarity (and thus also of M-stationarity) can be efficiently verified for the considered problem class by computing -stationary solutions of a certain quadratic program. We consider further the situation that the point which is to be tested for -stationarity, is not known exactly, but is approximated by some convergent sequence, as it is usually the case when applying some numerical method.
Keywords
Cite
@article{arxiv.1611.08206,
title = {New verifiable stationarity concepts for a class of mathematical programs with disjunctive constraints},
author = {Matúš Benko and Helmut Gfrerer},
journal= {arXiv preprint arXiv:1611.08206},
year = {2016}
}