Benko Matúš, Mehlitz Patrick
Applied Mathematics and Optimization, University of Vienna, 1090 Vienna, Austria.
Johann Radon Institute for Computational and Applied Mathematics, 4040 Linz, Austria.
Math Program. 2025;209(1-2):859-937. doi: 10.1007/s10107-024-02089-w. Epub 2024 Jul 5.
As a starting point of our research, we show that, for a fixed order , each local minimizer of a rather general nonsmooth optimization problem in Euclidean spaces is either M-stationary in the classical sense (corresponding to stationarity of order 1), satisfies stationarity conditions in terms of a coderivative construction of order , or is asymptotically stationary with respect to a critical direction as well as order in a certain sense. By ruling out the latter case with a constraint qualification not stronger than directional metric subregularity, we end up with new necessary optimality conditions comprising a mixture of limiting variational tools of orders 1 and . These abstract findings are carved out for the broad class of geometric constraints and , and visualized by examples from complementarity-constrained and nonlinear semidefinite optimization. As a byproduct of the particular setting , our general approach yields new so-called directional asymptotic regularity conditions which serve as constraint qualifications guaranteeing M-stationarity of local minimizers. We compare these new regularity conditions with standard constraint qualifications from nonsmooth optimization. Further, we extend directional concepts of pseudo- and quasi-normality to arbitrary set-valued mappings. It is shown that these properties provide sufficient conditions for the validity of directional asymptotic regularity. Finally, a novel coderivative-like variational tool is used to construct sufficient conditions for the presence of directional asymptotic regularity. For geometric constraints, it is illustrated that all appearing objects can be calculated in terms of initial problem data.
作为我们研究的起点,我们表明,对于固定阶数(k),欧几里得空间中一个相当一般的非光滑优化问题的每个局部极小值点要么在经典意义上是(M -)平稳的(对应于一阶平稳性),满足关于阶数(k)的余导数构造的平稳性条件,要么在某种意义上相对于一个临界方向以及阶数(k)是渐近平稳的。通过用一个不比方向度量次正则性更强的约束规格排除后一种情况,我们最终得到了新的必要最优性条件,这些条件包含了一阶和(k)阶的极限变分工具的混合。这些抽象结果是针对广泛的几何约束(\Gamma)和(k)得出的,并通过互补约束和非线性半定优化的例子进行了可视化。作为特殊设置(k)的一个副产品,我们的一般方法产生了新的所谓方向渐近正则性条件,这些条件作为保证局部极小值点(M -)平稳性的约束规格。我们将这些新的正则性条件与非光滑优化中的标准约束规格进行了比较。此外,我们将伪正态性和拟正态性的方向概念扩展到任意集值映射。结果表明,这些性质为方向渐近正则性的有效性提供了充分条件。最后,使用一种新型的类似余导数的变分工具来构造方向渐近正则性存在的充分条件。对于几何约束(\Gamma),说明了所有出现的对象都可以根据初始问题数据进行计算。