English

On the directional asymptotic approach in optimization theory Part A: approximate, M-, and mixed-order stationarity

Optimization and Control 2023-02-10 v2

Abstract

We show that, for a fixed order γ1\gamma\geq 1, each local minimizer of a rather general nonsmooth optimization problem in Euclidean spaces is either M-stationary in the classical sense (corresponding to stationarity of order 11), satisfies stationarity conditions in terms of a coderivative construction of order γ\gamma, or is approximately stationary with respect to a critical direction as well as γ\gamma in a certain sense. By ruling out the latter case with a constraint qualification not stronger than directional metric subregularity, we end up with new necessary optimality conditions comprising a mixture of limiting variational tools of order 11 and γ\gamma. These abstract findings are carved out for the broad class of geometric constraints. As a byproduct, we obtain new constraint qualifications ensuring M-stationarity of local minimizers. The paper closes by illustrating these results in the context of standard nonlinear, complementarity-constrained, and nonlinear semidefinite programming.

Keywords

Cite

@article{arxiv.2204.13932,
  title  = {On the directional asymptotic approach in optimization theory Part A: approximate, M-, and mixed-order stationarity},
  author = {Matúš Benko and Patrick Mehlitz},
  journal= {arXiv preprint arXiv:2204.13932},
  year   = {2023}
}

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41 pages