Sufficient Conditions for Metric Subregularity of Constraint Systems with Applications to Disjunctive and Ortho-Disjunctive Programs
| Autor: | Benko, Matúš, Červinka, Michal, Hoheisel, Tim |
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| Rok vydání: | 2019 |
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| Druh dokumentu: | Working Paper |
| Popis: | This paper is devoted to the study of the metric subregularity constraint qualification (MSCQ) for general optimization problems, with the emphasis on the nonconvex setting. We elaborate on notions of directional pseudo- and quasi-normality, recently introduced by Bai et al. (SIAM J. Opt., 2019), which combine the standard approach via pseudo- and quasi-normality with modern tools of directional variational analysis. We focus on applications to disjunctive programs, where (directional) pseudo-normality is characterized via an extremal condition. This, in turn, yields efficient tools to verify pseudo-normality and MSCQ, which include, but are not limited to, Robinson's result on polyhedral multifunctions and Gfrerer's second-order sufficient condition for metric subregularity. Finally, we refine our study by defining the new class of ortho-disjunctive programs which comprises prominent optimization problems such as mathematical programs with complementarity, vanishing or switching constraints. Comment: 27 pages |
| Databáze: | arXiv |
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