Skip to main content
Log in

Some non-smooth optimality results for optimization problems with vanishing constraints via Dini–Hadamard derivative

  • Original Research
  • Published:
Journal of Applied Mathematics and Computing Aims and scope Submit manuscript

Abstract

This research examines a wide class of optimization problems that are known in the literature as mathematical programs with vanishing constraints (MPVC for short). First, we introduce non-smooth stationarity conditions for MPVC and then we derive Fritz-John (FJ) and Karush–Khun–Tucker (KKT) type necessary conditions for isolated and local minima of a non-smooth MPVC in the framework of lower Dini–Hadamard derivative. Further, several sufficient conditions for such an MPVC are presented whereas the effective functions have pseudo-convex sublevel sets. The function class with pseudo-convex sublevel sets is a new class of extended convex functions that includes quasi-convex functions. In particular, we illustrate some of our results by examples.

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. 114, 69–99 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  2. Kirches, C., Potschka, A., Bock H.G., Sager, S.: A parametric active set method for quadratic programs with vanishing constraints. Technical Report (2012)

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

    Book  MATH  Google Scholar 

  4. Outrata, J.V., Koćvara, M., Zowe, J.: Nonsmooth Approach to Optimization Problems with Equilibrium Constraints. Nonconvex Optimization and Its Applications, vol. 28. Kluwer Academic Publishers, Dordrecht (1998)

    MATH  Google Scholar 

  5. Hoheisel, T., Kanzow, C.: On the Abadie and Guignard constraint qualifications for mathematical programs with vanishing constraints. Optimization 58, 431–448 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  6. Hoheisel, T., Kanzow, C.: First-and second-order optimality conditions for mathematical programs with vanishing constraints. Appl. Math. 52, 495–514 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  7. Hoheisel, T., Kanzow, C.: Stationary conditions for mathematical programs with vanishing constraints using weak constraint qualifications. J. Math. Anal. Appl. 337, 292–310 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  8. Izmailov, A.F., Solodov, M.V.: Mathematical programs with vanishing constraints: optimality conditions, sensitivity, and a relaxation method. J. Optim. Theory Appl. 142, 501–532 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  9. Dorsch, D., Shikhman, V., Stein, O.: Mathematical programs with vanishing constraints: critical point theory. J. Glob. Optim. 52, 591–605 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  10. Movahedian, N., Nobakhtian, S.: Nondifferentiable multiplier rules for optimization problems with equilibrium constraints. J. Convex Anal. 16, 187–210 (2009)

    MathSciNet  MATH  Google Scholar 

  11. Movahedian, N., Nobakhtian, S.: Necessary and sufficient conditions for nonsmooth mathematical programs with equilibrium constraints. Nonlinear Anal. 72, 2694–2705 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  12. Ansari Ardali, A., Movahedian, N., Nobakhtian, S.: Optimality conditions for nonsmooth mathematical programs with equilibrium constraints, using convexificators. Optimization 65, 67–85 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  13. Ardali Ardali, A., Movahedian, N., Nobakhtian, S.: Optimality conditions for nonsmooth equilibrium problems via Hadamard directional derivative. Set-Valued Var. Anal. 24, 483–497 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  14. Kazemi, S., Kanzi, N.: Constraint qualifications and stationary conditions for mathematical programming with non-differentiable vanishing constraints. J. Optim. Theory Appl. 179, 800–819 (2018)

    Article  MathSciNet  MATH  Google Scholar 

  15. Glover, B.M., Craven, B.D.: A Fritz John optimality condition using the approximate subdifferential. J. Optim. Theory Appl. 82, 253–265 (1994)

    Article  MathSciNet  MATH  Google Scholar 

  16. Ivanov, V.I.: On the functions with pseudoconvex sublevel sets and optimality conditions. J. Math. Anal. Appl. 345, 964–974 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  17. Studniarski, M.: Necessary and sufficient conditions for isolated local minima of nonsmooth functions. SIAM J. Control. Optim. 24, 1044–1049 (1986)

    Article  MathSciNet  MATH  Google Scholar 

  18. Ward, D.: Exact penalties and sufficient conditions for optimality in nonsmooth optimization. J. Optim. Theory Appl. 57, 485–499 (1988)

    Article  MathSciNet  MATH  Google Scholar 

  19. Rodríguez-Marín, L., Sama, M.: Variational characterization of the contingent epiderivative. J. Math. Anal. Appl. 335, 1374–1382 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  20. Luu, D.V., Su, T.V.: Contingent derivatives and necessary efficiency conditions for vector equilibrium problems with constraints. RAIRO-Oper. Res. 52, 543–559 (2018)

    Article  MathSciNet  MATH  Google Scholar 

  21. Demyanov, V.F., Rubinov, A.M.: Constructive Nonsmooth Analysis. Peter Lang, Frankfurt (1995)

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Gholam Hasan Shirdel.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Shirdel, G.H., Zeinali, M. & Ansari Ardali, A. Some non-smooth optimality results for optimization problems with vanishing constraints via Dini–Hadamard derivative. J. Appl. Math. Comput. 68, 4099–4118 (2022). https://doi.org/10.1007/s12190-022-01698-y

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s12190-022-01698-y

Keywords

Mathematics Subject Classification

Navigation