New dualities for mathematical programs with vanishing constraints

Qingjie Hu (), Jiguang Wang and Yu Chen
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Qingjie Hu: Guilin University of Electronic Technology
Jiguang Wang: Guilin University of Electronic Technology
Yu Chen: Guangxi Normal University

Annals of Operations Research, 2020, vol. 287, issue 1, No 10, 233-255

Abstract: Abstract Recently, Mishra et al. (Ann Oper Res 243(1):249–272, 2016) formulate and study the Wolfe and the Mond–Weir type dual models for the mathematical programs with vanishing constraints. They establish the weak, strong, converse, restricted converse and strict converse duality results between the primal mathematical programs with vanishing constraints and the corresponding dual model under some assumptions. However, their models contain the calculation of the index sets, this makes it difficult to solve them from algorithm point of view. In this paper, we propose the new Wolfe and Mond–Weir type dual models for the mathematical programs with vanishing constraints, which do not involve the calculation of the index set. We show that the weak, strong, converse and restricted converse duality results hold between the primal mathematical programs with vanishing constraints and the corresponding new dual models under the same assumptions as the ones of Mishra et al.

Keywords: Mathematical programs with vanishing constraints; Wolfe dual; Mond–Weir dual; 49J52; 90C33 (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10479-019-03409-6

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