On the directional asymptotic approach in optimization theory
As a starting point of our research, we show that, for a fixed order $$\gamma \ge 1$$ γ ≥ 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 1), satisfies stationarity c...
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| Published in: | Mathematical programming Vol. 209; no. 1-2; pp. 859 - 937 |
|---|---|
| Main Authors: | , |
| Format: | Journal Article |
| Language: | English |
| Published: |
Netherlands
Springer Berlin Heidelberg
01.01.2025
|
| Subjects: | |
| ISSN: | 0025-5610, 1436-4646 |
| Online Access: | Get full text |
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| Summary: | As a starting point of our research, we show that, for a fixed order
$$\gamma \ge 1$$
γ
≥
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 1), satisfies stationarity conditions in terms of a coderivative construction of order
$$\gamma $$
γ
, or is asymptotically stationary with respect to a critical direction as well as order
$$\gamma $$
γ
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 orders 1 and
$$\gamma $$
γ
. These abstract findings are carved out for the broad class of geometric constraints and
$$\gamma :=2$$
γ
:
=
2
, and visualized by examples from complementarity-constrained and nonlinear semidefinite optimization. As a byproduct of the particular setting
$$\gamma :=1$$
γ
:
=
1
, our general approach yields new so-called directional asymptotic regularity conditions which serve as constraint qualifications guaranteeing M-stationarity of local minimizers. We compare these new regularity conditions with standard constraint qualifications from nonsmooth optimization. Further, we extend directional concepts of pseudo- and quasi-normality to arbitrary set-valued mappings. It is shown that these properties provide sufficient conditions for the validity of directional asymptotic regularity. Finally, a novel coderivative-like variational tool is used to construct sufficient conditions for the presence of directional asymptotic regularity. For geometric constraints, it is illustrated that all appearing objects can be calculated in terms of initial problem data. |
|---|---|
| Bibliography: | ObjectType-Article-1 SourceType-Scholarly Journals-1 ObjectType-Feature-2 content type line 23 |
| ISSN: | 0025-5610 1436-4646 |
| DOI: | 10.1007/s10107-024-02089-w |