On Constraint Qualifications and Sensitivity Analysis for General Optimization Problems via Pseudo-Jacobians

被引:0
作者
M. Alavi Hejazi
N. Movahedian
S. Nobakhtian
机构
[1] University of Isfahan,Department of Mathematics
[2] Institute for Research in Fundamental Sciences (IPM),School of Mathematics
来源
Journal of Optimization Theory and Applications | 2018年 / 179卷
关键词
Nonsmooth analysis; Pseudo-Jacobian; Constraint qualification; Necessary optimality condition; Sensitivity analysis; 90C46; 49J52; 90C31;
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学科分类号
摘要
A nonsmooth and nonconvex general optimization problem is considered. Using the idea of pseudo-Jacobians, nonsmooth versions of the Robinson and Mangasarian–Fromovitz constraint qualifications are defined and relationships between them and the local error bound property are investigated. A new necessary optimality condition, based on the pseudo-Jacobians, is derived under the local error bound constraint qualification. These results are applied for computing and estimating the Fréchet and limiting subdifferentials of value functions. Moreover, several examples are provided to clarify the obtained results.
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页码:778 / 799
页数:21
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