Skip to main content
Log in

Quasiconvex Minimization on a Locally Finite Union of Convex Sets

  • Published:
Journal of Optimization Theory and Applications Aims and scope Submit manuscript

Abstract

Extending the approach initiated in Aussel and Hadjisavvas (SIAM J. Optim. 16:358–367, 2005) and Aussel and Ye (Optimization 55:433–457, 2006), we obtain the existence of a local minimizer of a quasiconvex function on the locally finite union of closed convex subsets of a Banach space. We apply the existence result to some difficult nonconvex optimization problems such as the disjunctive programming problem and the bilevel programming problem.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Achtziger, W., Kanzow, C.: Mathematical programs with vanishing constraints: optimality conditions and constraint qualifications. Math. Program. Ser. A 114(1), 69–99 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  2. Aussel, D., Hadjisavvas, N.: Adjusted sublevel sets, normal operator and quasiconvex programming. SIAM J. Optim. 16, 358–367 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  3. Aussel, D., Ye, J.J.: Quasiconvex programming with locally starshaped constraints region and applications to quasiconvex MPEC. Optimization 55, 433–457 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  4. Balas, E.: Disjunctive programming: cutting planes from logical conditions. In: Nonlinear programming, 2 (Proc. Sympos. Special Interest Group on Math. Programming, Univ. Wisconsin, Madison, 1974), pp. 279–312. Academic Press, New York (1974)

    Google Scholar 

  5. Balas, E.: A note on duality in disjunctive programming. J. Optim. Theory Appl. 21, 523–528 (1977)

    Article  MATH  MathSciNet  Google Scholar 

  6. Balas, E.: Projection, lifting and extended formulation in integer and combinatorial optimization. Ann. Oper. Res. 140, 125–161 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  7. Borwein, J.: A strong duality theorem for the minimum of a family of convex programs. J. Optim. Theory Appl. 31, 453–472 (1980)

    Article  MATH  MathSciNet  Google Scholar 

  8. Cornuejols, G., Lemarechal, C.: A convex-analysis perspective on disjunctive cuts. Math. Program. 106, 567–586 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  9. Dempe, S.: Foundations of Bilevel Programming. Kluwer Academic, Dordrecht (2002)

    MATH  Google Scholar 

  10. Dempe, S.: Annotated bibliography on bilevel programming and mathematical programs with equilibrium constraints. Optimization 52, 333–359 (2003)

    Article  MATH  MathSciNet  Google Scholar 

  11. Fournier, G., Violette, D.: The Leray-Schauder formula for the index of a continuously differentiable multivalued function. Ann. Sci. Math. Qué. 15, 35–53 (1991)

    MATH  MathSciNet  Google Scholar 

  12. Grossmann, I.: Review of nonlinear mixed-integer disjunctive programming techniques. Optim. Eng. 3, 227–252 (2002)

    Article  MATH  MathSciNet  Google Scholar 

  13. Grossmann, I., Lee, S.: Generalized convex disjunctive programming: nonlinear convex hull relaxation. Comput. Optim. Appl. 26, 83–100 (2003)

    Article  MATH  MathSciNet  Google Scholar 

  14. Gugat, M.: Parametric disjunctive programming: one-side differentiability on the value function. J. Optim. Theory Appl. 92, 285–310 (1997)

    Article  MATH  MathSciNet  Google Scholar 

  15. Hug, D., Last, G., Weil, W.: A local Steiner-type formula for general closed sets and applications. Math. Z. 246, 237–272 (2004)

    Article  MATH  MathSciNet  Google Scholar 

  16. Jongen, H.T., Ruckmann, J.J., Stein, O.: Disjunctive optimization: critical point theory. J. Optim. Theory Appl. 93, 321–336 (1997)

    Article  MATH  MathSciNet  Google Scholar 

  17. Luo, Z.Q., Pang, J.S., Ralph, D.: Mathematical Programs with Equilibrium Constraints. Cambridge University Press, Cambridge (1996)

    Google Scholar 

  18. Outrata, J.V., Kocvara, M., Zowe, J.: Nonsmooth Approach to Optimization Problem with Equilibrium Constraints: Theory, Application and Numerical Results. Kluwer, Dordrecht (1998)

    Google Scholar 

  19. Von Stackelberg, H.: The Theory of the Market Economy. Oxford University Press, Oxford (1934)

    Google Scholar 

  20. Ye, J.J.: Nondifferentiable multiplier rules for optimization and bilevel optimization problems. SIAM J. Optim. 15, 252–274 (2004)

    Article  MATH  MathSciNet  Google Scholar 

  21. Ye, J.J.: Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints. J. Math. Anal. Appl. 307, 350–369 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  22. Ye, J.J.: Constraint qualifications and KKT conditions for bilevel programming problems. Math. Oper. Res. 31, 811–826 (2006)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to D. Aussel.

Additional information

Communicated by T. Rapcsak.

Dedicated to Jean-Pierre Crouzeix on the occasion of his 65th birthday.

The authors thank two anonymous referees for careful reading of the paper and helpful suggestions. The research of the second author was partially supported by NSERC/Canada.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Aussel, D., Ye, J.J. Quasiconvex Minimization on a Locally Finite Union of Convex Sets. J Optim Theory Appl 139, 1–16 (2008). https://doi.org/10.1007/s10957-008-9431-1

Download citation

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10957-008-9431-1

Keywords

Navigation