拟可微映射的度量正则性与非光滑数学规划问题的 optimality 条件
最优化与控制
2020-11-19 v4
摘要
本文致力于利用Demyanov-Rubinov-Polyakova拟微分分析度量正则性的必要和/或充分条件。我们得到了多值映射局部度量正则性的新的必要条件与充分条件,以该多值映射的距离函数的拟微分表示。我们还针对拟可微等式与不等式约束的参数系统提出了一类新的MFCQ型约束规范,并证明它保证了与该系统相关联的多值映射的度量正则性。作为应用,我们利用该约束规范加强了带有等式与不等式约束的拟可微规划问题已有的最优性条件。我们还证明了最优性条件独立于拟微分的选择,并给出一个简单例子,其中基于拟微分的最优性条件能检测出某给定点非最优,而基于各类次微分的最优性条件却未能排除该点的非最优性。
引用
@article{arxiv.1812.11567,
title = {Metric Regularity of Quasidifferentiable Mappings and Optimality Conditions for Nonsmooth Mathematical Programming Problems},
author = {M. V. Dolgopolik},
journal= {arXiv preprint arXiv:1812.11567},
year = {2020}
}
备注
The original version of the paper contained an erroneous result on limiting quasidifferentials that was deleted in the second version. In the third version several small mistakes in Theorem 3 and Proposition 2 were corrected