586. A new problem qualification for Lipschitzian optimization problems
Invited abstract in session TB-7: Nonsmooth Bilevel Optimization, stream Bilevel and multilevel optimization.
Tuesday, 10:30-12:30Room: B100/5015
Authors (first author is the speaker)
| 1. | Andreas Fischer
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| Department of Mathematics, Technische Universität Dresden | |
| 2. | Isabella Käming
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| Technische Universität Dresden | |
| 3. | Alain Zemkoho
|
| Mathematics, University of Southampton |
Abstract
In contrast to a constraint qualification (CQ), a problem qualification may not only rely on the constraints of an optimization problem but also on the objective function and, like a CQ, guarantees that a local minimizer is a Karush-Kuhn-Tucker (KKT) point. With the Subset Mangasarian-Fromovitz Condition (subMFC), a new problem qualification is introduced. A comparison of subMFC with several existing qualifications will be presented and reveals for example that subMFC is strictly weaker than quasinormality and can even hold if calmness in the sense of Clarke is violated. The power of the new problem qualification is also demonstrated for optimistic bilevel optimization by means of the lower-level value function reformulation.
Keywords
- Non-smooth optimization
Status: accepted
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