Slater Condition for Tangent Derivatives
| Autor: | Xi Yin Zheng |
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| Rok vydání: | 2022 |
| Předmět: | |
| Zdroj: | Mathematics of Operations Research. 47:3282-3303 |
| ISSN: | 1526-5471 0364-765X |
| DOI: | 10.1287/moor.2021.1246 |
| Popis: | Noting that the existing Slater condition, as a fundamental constraint qualification in optimization, is only applicable in the convex setting, we introduce and study the Slater condition for the Bouligand and Clarke tangent derivatives of a general vector-valued function F with respect to a closed convex cone K. Without any assumption, it is proved that the Slater condition for the Clarke (respectively, Bouligand) tangent derivative with respect to K is always stable when the objective function F undergoes small Lipschitz (calm) perturbations. Based on this, we prove that if the Clarke (Bouligand) tangent derivative of F satisfies the Slater condition (with respect to K) then the conic inequality determined by F has a stable metric subregularity when F undergoes small Lipschitz (calm regular) perturbations. In the composite-convexity case, the converse implication is also proved to be true. Moreover, under the Slater condition for the tangent derivative of F, it is proved that the normal cone to the sublevel set of F can be formulated by the subdifferential of F, which improves the corresponding results in either the smooth or convex case. As applications, without any qualification assumption, we improve and generalize formulas for the normal cone to a convex sublevel set by Cabot and Thibault [(2014), Sequential formulae for the normal cone to sublevel sets. Transactions of the American Mathematical Society 366(12):6591–6628]. With the help of these formulas, some new Karush–Kuhn–Tucker optimality conditions are established. |
| Databáze: | OpenAIRE |
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