On the strong metric subregularity in mathematical programming

Q4 Engineering Control and Cybernetics Pub Date : 2021-12-01 DOI:10.2478/candc-2021-0027
N. Osmolovskii, V. Veliov
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Abstract

Abstract This note presents sufficient conditions for the property of strong metric subregularity (SMSr) of the system of first order optimality conditions for a mathematical programming problem in a Banach space (the Karush-Kuhn-Tucker conditions). The constraints of the problem consist of equations in a Banach space setting and a finite number of inequalities. The conditions, under which SMSr is proven, assume that the data are twice continuously Fréchet differentiable, the strict Mangasarian-Fromovitz constraint qualification is satisfied, and the second-order sufficient optimality condition holds. The obtained result extends the one known for finite-dimensional problems. Although the applicability of the result is limited to the Banach space setting (due to the twice Fréchet differentiability assumptions and the finite number of inequality constraints), the paper can be valuable due to the self-contained exposition, and provides a ground for extensions. One possible extension was recently implemented in Osmolovskii and Veliov (2021).
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论数学规划中的强度量子正则性
摘要本文给出了Banach空间上数学规划问题的一阶最优性条件系统的强度量子正则性的充分条件(Karush-Kuhn-Tucker条件)。问题的约束由Banach空间中的方程和有限数量的不等式组成。在证明SMSr的条件下,假设数据是连续两次fr切微的,满足严格Mangasarian-Fromovitz约束条件,二阶充分最优性条件成立。所得结果推广了有限维问题的已知结果。虽然结果的适用性限于Banach空间设置(由于两次fr可微性假设和有限数量的不等式约束),但由于自包含的阐述,本文可以是有价值的,并为扩展提供了基础。最近在Osmolovskii和Veliov实施了一个可能的扩展(2021年)。
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Control and Cybernetics
Control and Cybernetics 工程技术-计算机:控制论
CiteScore
0.50
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期刊介绍: The field of interest covers general concepts, theories, methods and techniques associated with analysis, modelling, control and management in various systems (e.g. technological, economic, ecological, social). The journal is particularly interested in results in the following areas of research: Systems and control theory: general systems theory, optimal cotrol, optimization theory, data analysis, learning, artificial intelligence, modelling & identification, game theory, multicriteria optimisation, decision and negotiation methods, soft approaches: stochastic and fuzzy methods, computer science,
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