Characterizing FJ and KKT Conditions in Nonconvex Mathematical Programming with Applications

In this paper we analyze the Fritz John and Karush--Kuhn--Tucker (KKT) conditions for a (Gâteaux) differentiable nonconvex optimization problem with inequality constraints and a geometric constraint set. The Fritz John condition is characterized in terms of an alternative theorem which covers beyond standard situations, while characterizations of KKT conditions, without assuming constraints qualifications, are related to strong duality of a suitable linear approximation of the given problem and the properties of its associated image mapping. Such characterizations are suitable for dealing with some problems in structural optimization, where most of the known constraint qualifications fail. In particular, several examples are given showing the usefulness and optimality, in a certain sense, of our results, which provide much more information than those (including the Mordukhovich normal cone or Clarke's) appearing elsewhere. The case with a single inequality constraint is discussed in detail by establishing...

[1]  Jamie J. Goode,et al.  Necessary optimality criteria in mathematical programming in the presence of differentiability , 1972 .

[2]  James V. Burke,et al.  Calmness and exact penalization , 1991 .

[3]  M. Sion On general minimax theorems , 1958 .

[4]  G. Giorgi,et al.  Mathematics of Optimization: Smooth and Nonsmooth Case , 2004 .

[5]  F. Flores-Bazán,et al.  Gordan-Type Alternative Theorems and Vector Optimization Revisited , 2012 .

[6]  Jane J. Ye,et al.  Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems , 1997, SIAM J. Optim..

[7]  Jane J. Ye,et al.  Enhanced Karush–Kuhn–Tucker condition and weaker constraint qualifications , 2013, Math. Program..

[8]  Fabián Flores Bazán,et al.  A complete characterization of strong duality in nonconvex optimization with a single constraint , 2012, J. Glob. Optim..

[9]  F. J. Gould,et al.  Geometry of optimality conditions and constraint qualifications , 1972, Math. Program..

[10]  B. Mordukhovich Variational analysis and generalized differentiation , 2006 .

[11]  Francisco Facchinei,et al.  Solving quasi-variational inequalities via their KKT conditions , 2014, Math. Program..

[12]  F. Giannessi Semidifferentiable functions and necessary optimality conditions , 1989 .

[13]  Pravin Varaiya,et al.  Nonlinear Programming in Banach Space , 1967 .

[14]  F. J. Gould,et al.  A NECESSARY AND SUFFICIENT QUALIFICATION FOR CONSTRAINED OPTIMIZATION , 1971 .

[15]  P. Marcotte,et al.  An extended descent framework for variational inequalities , 1994 .

[16]  Xiaoqi Yang,et al.  Lagrange-type Functions in Constrained Non-Convex Optimization , 2003 .

[17]  Masao Fukushima,et al.  Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems , 1992, Math. Program..

[18]  Paulo J. S. Silva,et al.  A relaxed constant positive linear dependence constraint qualification and applications , 2012, Math. Program..

[19]  Fabián Flores Bazán,et al.  Strong Duality in Cone Constrained Nonconvex Optimization , 2013, SIAM J. Optim..

[20]  A. Auslender Optimisation : méthodes numériques , 1976 .

[21]  Dimitri P. Bertsekas,et al.  Nonlinear Programming , 1997 .

[22]  Christian Kanzow,et al.  On M-stationary points for mathematical programs with equilibrium constraints , 2005 .

[23]  L. Hurwicz,et al.  Constraint Qualifications in Maximization Problems , 1961 .

[24]  Nicolas Hadjisavvas,et al.  An Optimal Alternative Theorem and Applications to Mathematical Programming , 2007, J. Glob. Optim..

[25]  Paulo J. S. Silva,et al.  Two New Weak Constraint Qualifications and Applications , 2012, SIAM J. Optim..

[26]  Fabián Flores-Bazán,et al.  Fritz John Necessary Optimality Conditions of the Alternative-Type , 2014 .

[27]  Fabián Flores-Bazán,et al.  Existence Theory for Finite-Dimensional Pseudomonotone Equilibrium Problems , 2003 .

[28]  X. Q. Yang,et al.  Optimality Conditions via Exact Penalty Functions , 2010, SIAM J. Optim..

[29]  O. Mangasarian,et al.  The Fritz John Necessary Optimality Conditions in the Presence of Equality and Inequality Constraints , 1967 .

[30]  X. Q. Yang,et al.  Lagrange Multipliers and Calmness Conditions of Order p , 2007, Math. Oper. Res..

[31]  Paul Tseng,et al.  Enhanced Fritz John Conditions for Convex Programming , 2006, SIAM J. Optim..

[32]  Asuman E Ozdaglar,et al.  Pseudonormality and a Lagrange Multiplier Theory for Constrained Optimization , 2002 .

[33]  Frank H. Clarke,et al.  A New Approach to Lagrange Multipliers , 1976, Math. Oper. Res..

[34]  G. Giorgi,et al.  First order generalized optimality conditions for programming problems with a set constraint , 1994 .

[35]  F. Clarke Optimization And Nonsmooth Analysis , 1983 .

[36]  Mokhtar S. Bazaraa,et al.  Nonlinear Programming: Theory and Algorithms , 1993 .

[37]  Christian Kanzow,et al.  Mathematical programs with vanishing constraints: optimality conditions and constraint qualifications , 2008, Math. Program..

[38]  M. Guignard Generalized Kuhn–Tucker Conditions for Mathematical Programming Problems in a Banach Space , 1969 .

[39]  F. Giannessi Theorems of the alternative and optimality conditions , 1984 .