Wolfe-Type Duality for Mathematical Programs with Switching Constraints

Gaoxi Li, Liping Tang (), Liying Liu () and Zhongping Wan ()
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Gaoxi Li: School of Mathematics and Statistics, Chongqing Technology and Business University, Chongqing 400067, P. R. China2School of Mathematical Sciences, University of Electronic Science and Technology of China, Chengdu 611731, P. R. China
Liping Tang: School of Mathematics Science, Chongqing Normal University, Chongqing 401331, P. R. China
Liying Liu: Chongqing Key Laboratory of Social Economy, and Applied Statistics, Chongqing 400067, P. R. China
Zhongping Wan: School of Mathematics and Statistics, Wuhan University, Wuhan 430072, P. R. China

Asia-Pacific Journal of Operational Research (APJOR), 2023, vol. 40, issue 06, 1-16

Abstract: The mathematical program with switching constraints (MPSC), which has been introduced recently, is a difficult class of optimization problems. The reason for the difficulty is that the existence of the switching constraint makes the standard constraint qualifications invalid at local minimizers. This paper proposes the Wolfe-type dual (WD) model of this problem without switching constraints. Under the assumptions of convexity and strict convexity, we derive the weak, strong, converse, restricted converse, and strict converse duality results between MPSC and WD.

Keywords: Duality; mathematical program with switching constraints; convexity (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1142/S0217595922500439

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