Linearized M-stationarity conditions for general optimization problems

2018/07/23 by Gfrerer, Helmut
#49J40 #49J52 #90C #FOS: Mathematics #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.1807.08480

Abstract

This paper investigates new first-order optimality conditions for general optimization problems. These optimality conditions are stronger than the commonly used M-stationarity conditions and are in particular useful when the latter cannot be applied because the underlying limiting normal cone cannot be computed effectively. We apply our optimality conditions to a MPEC to demonstrate their practicability.

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