Optimality Conditions and Exact Penalty for Mathematical Programs with Switching Constraints

Journal of Optimization Theory and Applications - Tập 190 - Trang 1-31 - 2021
Yan-Chao Liang1, Jane J. Ye2
1College of Mathematics and Information Science, Henan Normal University, Xinxiang, China
2Department of Mathematics and Statistics, University of Victoria, Victoria, Canada

Tóm tắt

In this paper, we give an overview on optimality conditions and exact penalization for the mathematical program with switching constraints (MPSC). MPSC is a new class of optimization problems with important applications. It is well known that if MPSC is treated as a standard nonlinear program, some of the usual constraint qualifications may fail. To deal with this issue, one could reformulate it as a mathematical program with disjunctive constraints (MPDC). In this paper, we first survey recent results on constraint qualifications and optimality conditions for MPDC, then apply them to MPSC. Moreover, we provide two types of sufficient conditions for the local error bound and exact penalty results for MPSC. One comes from the directional quasi-normality for MPDC, and the other is obtained via the local decomposition approach.

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