- Tytuł:
- On the strong metric subregularity in mathematical programming
- Autorzy:
-
Osmolovskii, Nikolai P.
Veliov, Vladimir M. - Tematy:
-
optimization
mathematical programming
Karush-Kuhn-Tucker conditions
metric regularity - Pokaż więcej
- Wydawca:
- Polska Akademia Nauk. Instytut Badań Systemowych PAN
- Powiązania:
- https://bibliotekanauki.pl/articles/2183475.pdf Link otwiera się w nowym oknie
- Opis:
- This note presents sufficient conditions for the property of strong metric subregularity (SMSr) of the system of first order optimality conditions for a mathematical programming problem in a Banach space (the Karush-Kuhn-Tucker conditions). The constraints of the problem consist of equations in a Banach space setting and a finite number of inequalities. The conditions, under which SMSr is proven, assume that the data are twice continuously Fréchet differentiable, the strict Mangasarian-Fromovitz constraint qualification is satisfied, and the second-order sufficient optimality condition holds. The obtained result extends the one known for finite-dimensional problems. Although the applicability of the result is limited to the Banach space setting (due to the twice Fréchet differentiability assumptions and the finite number of inequality constraints), the paper can be valuable due to the self-contained exposition, and provides a ground for extensions. One possible extension was recently implemented in Osmolovskii and Veliov (2021).
- Dostawca treści:
- Biblioteka Nauki
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