Optimality Conditions and Exact Penalty for Mathematical Programs with Switching Constraints

Yan-Chao Liang () and Jane J. Ye ()
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Yan-Chao Liang: Henan Normal University
Jane J. Ye: University of Victoria

Journal of Optimization Theory and Applications, 2021, vol. 190, issue 1, No 1, 31 pages

Abstract: Abstract 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.

Keywords: Mathematical program with switching constraints; Mathematical program with disjunctive constraints; Directional optimality condition; Directional pseudo-normality; Directional quasi-normality; Error bound; Exact penalization; 90C30; 90C33; 90C46 (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10957-021-01879-y

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