Analysis of a New Sequential Optimality Condition Applied to Mathematical Programs with Equilibrium Constraints

Author(s)

Helou, Elias S. ^[1] ; Santos, Sandra A. ^[2] ; Simoes, Lucas E. A. ^[2]

Affiliation

^[1] Univ Sao Paulo, Sao Carlos, SP - Brazil

^[2] Univ Estadual Campinas, Campinas, SP - Brazil

• Document type: Journal article
• Source: JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS; v. 185, n. 2 MAR 2020.
• Web of Science Citations: 0

Abstract

In this study, a novel sequential optimality condition for general continuous optimization problems is established. In the context of mathematical programs with equilibrium constraints, the condition is proved to ensure Clarke stationarity. Originally devised for constrained nonsmooth optimization, the proposed sequential optimality condition addresses the domain of the constraints instead of their images, capturing indistinctly the features of the complementarity and the ordinary constraints of optimization problems modeling equilibrium conditions. (AU)

• FAPESP's process: 13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry
• Grantee: Francisco Louzada Neto
• Support Opportunities: Research Grants - Research, Innovation and Dissemination Centers - RIDC
• FAPESP's process: 18/24293-0 - Computational methods in optimization
• Grantee: Sandra Augusta Santos
• Support Opportunities: Research Projects - Thematic Grants
• FAPESP's process: 16/22989-2 - A sampling method for constrained nonsmooth optimization problems
• Grantee: Lucas Eduardo Azevedo Simões
• Support Opportunities: Scholarships in Brazil - Post-Doctoral