On Constraint Qualifications and Sensitivity Analysis for General Optimization Problems via Pseudo-Jacobians

A nonsmooth and nonconvex general optimization problem is considered. Using the idea of pseudo-Jacobians, nonsmooth versions of the Robinson and Mangasarian–Fromovitz constraint qualifications are defined and relationships between them and the local error bound property are investigated. A new neces...

Full description

Saved in:
Bibliographic Details
Published in:Journal of optimization theory and applications 2018-12, Vol.179 (3), p.778-799
Main Authors: Hejazi, M. Alavi, Movahedian, N., Nobakhtian, S.
Format: Article
Language:English
Subjects:
Applications of Mathematics
Calculus of Variations and Optimal Control
Optimization
Economic models
Engineering
Error analysis
Jacobians
Mathematics
Mathematics and Statistics
Operations Research/Decision Theory
Optimization
Sensitivity analysis
Theory of Computation
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:A nonsmooth and nonconvex general optimization problem is considered. Using the idea of pseudo-Jacobians, nonsmooth versions of the Robinson and Mangasarian–Fromovitz constraint qualifications are defined and relationships between them and the local error bound property are investigated. A new necessary optimality condition, based on the pseudo-Jacobians, is derived under the local error bound constraint qualification. These results are applied for computing and estimating the Fréchet and limiting subdifferentials of value functions. Moreover, several examples are provided to clarify the obtained results.
ISSN:0022-3239
1573-2878
DOI:10.1007/s10957-018-1336-z