Asymptotic stationarity and regularity for nonsmooth optimization problems
Abstract
Based on the tools of limiting variational analysis, we derive a sequential necessary optimality condition for nonsmooth mathematical programs which holds without any additional assumptions. In order to ensure that stationary points in this new sense are already Mordukhovich-stationary, the presence of a constraint qualification which we call AM-regularity is necessary. We investigate the relationship between AM-regularity and other constraint qualifications from nonsmooth optimization like metric (sub-)regularity of the underlying feasibility mapping. Our findings are applied to optimization problems with geometric and, particularly, disjunctive constraints. This way, it is shown that AM-regularity recovers recently introduced cone-continuity-type constraint qualifications, sometimes referred to as AKKT-regularity, from standard nonlinear and complementarity-constrained optimization. Finally, we discuss some consequences of AM-regularity for the limiting variational calculus.
Cite
@article{arxiv.2006.09734,
title = {Asymptotic stationarity and regularity for nonsmooth optimization problems},
author = {Patrick Mehlitz},
journal= {arXiv preprint arXiv:2006.09734},
year = {2023}
}
Comments
30 pages, 2 figure