How Stringent is the Linear Independence Kink Qualification in Abs-Smooth Optimization?

Autor: Baumgärtner, Lukas, Bethke, Franz, Shyshkanova, Ganna, Walther, Andrea
Rok vydání: 2024
Předmět:
Druh dokumentu: Working Paper
Popis: Abs-smooth functions are given by compositions of smooth functions and the evaluation of the absolute value. The linear independence kink qualification (LIKQ) is a fundamental assumption in optimization problems governed by these abs-smooth functions, generalizing the well-known LICQ from smooth optimization. In particular, provided that LIKQ holds it is possible to derive optimality conditions for abs-smooth optimization problems that can be checked in polynomial time. Utilizing tools from differential topology, namely a version of the jet-transversality theorem, it is shown that assuming LIKQ for all feasible points of an abs-smooth optimization problem is a generic assumption.
Databáze: arXiv