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Relaxed constant positive linear dependence constraint qualification and its application to bilevel programs

2019/12/28 by Mengwei Xu, Xu, Mengwei, Jane J. Ye +1
Computer Science · Mathematics · #Advanced Optimization Algorithms Research #FOS: Mathematics #Fixed Point Theorems Analysis #Optimization and Control (math.OC) #Optimization and Variational Analysis

paper · pdf · doi:10.48550/arxiv.1912.12372

openalex publication_date 2019/12/28 · openalex created_date 2020/01/10 · openalex updated_date 2026/07/28

Abstract

Relaxed constant positive linear dependence constraint qualification (RCPLD) for a system of smooth equalities and inequalities is a constraint qualification that is weaker than the usual constraint qualifications such as Mangasarian Fromovitz constraint qualification and the linear constraint qualification. Moreover RCPLD is known to induce an error bound property. In this paper we extend RCPLD to a very general feasibility system which may include Lipschitz continuous inequality constraints, complementarity constraints and abstract constraints. We show that this RCPLD for the general system is a constraint qualification for the optimality condition in terms of limiting subdifferential and limiting normal cone and it is a sufficient condition for the error bound property under the strict complementarity condition for the complementarity system and Clarke regularity conditions for the inequality constraints and the abstract constraint set. Moreover we introduce and study some sufficient conditions for RCPLD including the relaxed constant rank constraint qualification (RCRCQ). Finally we apply our results to the bilevel program.

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