Abstract
In this chapter, we consider multiobjective optimization problems with switching constraint (MOPSC). We introduce linear independence constraint qualification (LICQ), Mangasarian–Fromovitz constraint qualification (MFCQ), Abadie constraint qualification (ACQ), and Guignard constraint qualification (GCQ) for multiobjective optimization problems with switching constraint (MOPSC). Further, we introduce the notion of Weak stationarity, Mordukhovich stationarity, and Strong stationarity, i.e., W-stationarity, M-stationarity, and S-stationarity, respectively, for the MOPSC. Also, we present a survey of the literature related to existing constraint qualifications and stationarity conditions for mathematical programs with equilibrium constraints (MPEC), mathematical programs with complementarity constraints (MPCC), mathematical programs with vanishing constraints (MPVC), and for mathematical programs with switching constraints (MPSC). We establish that the M-stationary conditions are sufficient optimality conditions for the MOPSC using generalized convexity. Further, we propose a Wolfe-type dual model for the MOPSC and establish weak duality and strong duality results under assumptions of generalized convexity.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Similar content being viewed by others
References
Abadie, J.M. (ed.): Nonlinear Programming. Wiley, New York (1967)
Achtziger, W., Kanzow, C.: Mathematical programs with vanishing constraints: optimality conditions and constraint qualifications. Math. Program. 114, 69–99 (2008)
Ardakani, J.S., Farahmand Rad, S.H., Kanzi, N., Ardabili, P.R.: Necessary stationary conditions for multiobjective optimization problems with nondifferentiable convex vanishing constraints. Iran. J. Sci. Technol. Trans. A Sci. 43, 2913–2919 (2019)
Ardali, A.A., Movahedian, N., Nobakhtian, S.: Optimality conditions for nonsmooth mathematical programs with equilibrium constraints, using convexificators. Optimization 65, 67–85 (2016)
Bao, T.Q., Gupta, P., Mordukhovich, B.S.: Necessary conditions in multiobjective optimization with equilibrium constraints. J. Optim. Theory Appl. 135, 179–203 (2007)
Bao, T.Q., Gupta, P., Mordukhovich, B.S.: Suboptimality conditions for mathematical programs with equilibrium constraints. Taiwan. J. Math. 12(9), 2569–2592 (2008)
Bao, T.Q., Mordukhovich, B.S.: Necessary conditions for super minimizers in constrained multiobjective optimization. J. Global Optim. 43, 533–552 (2009)
Bazaraa, M.S., Goode, J.J., Nashed, M.Z.: On the cones of tangents with applications to mathematical programming. J. Optim. Theory Appl. 13, 389–426 (1974)
Bigi, G., Pappalardo, M.: Regularity conditions in vector optimization. J. Optim. Theory Appl. 102(1), 83–96 (1999)
Chieu, N.H., Lee, G.M.: Constraint qualifications for mathematical programs with equilibrium constraints and their local preservation property. J. Optim. Theory Appl. 163, 755–776 (2014)
Chieu, N.H., Lee, G.M.: A relaxed constant positive linear dependence constraint qualification for mathematical programs with equilibrium constraints. J. Optim. Theory Appl. 158, 11–32 (2013)
Chinchuluun, A., Pardalos, P.M.: A survey of recent developments in multiobjective optimization. Ann. Oper. Res. 154, 29–50 (2007)
Clason, C., Rund, A., Kunisch, K., Barnard, R.C.: A convex penalty for switching control of partial differential equations. Syst. Control Lett. 89, 66–73 (2016)
Clason, C., Rund, A., Kunisch, K.: Nonconvex penalization of switching control of partial differential equations. Syst. Control Lett. 106, 1–8 (2017)
Flegel, M.L., Kanzow, C.: A Fritz John approach to first order optimality conditions for mathematical programs with equilibrium constraints. Optimization 52, 277–286 (2003)
Flegel, M.L., Kanzow, C.: Abadie-type constraint qualification for mathematical programs with equilibrium constraints. J. Optim. Theory Appl. 124(3), 595–614 (2005)
Flegel, M.L., Kanzow, C.: On M-stationary points for mathematical programs with equilibrium constraints. J. Math. Anal. Appl. 310(1), 286–302 (2005)
Flegel, M.L., Kanzow, C.: On the Guignard constraint qualification for mathematical programs with equilibrium constraints. Optimization 54(6), 517–534 (2005)
Flegel, M.L., Kanzow, C.: A direct proof for M-stationarity under MPEC-GCQ for mathematical programs with equilibrium constraints. In: Dempe, S., Kalashnikov, V. (eds.) Optimization with Multivalued Mappings: Theory, Applications, and Algorithms, pp. 111–122. Springer, Boston (2006)
Flegel, M.L., Kanzow, C., Outrata, J.V.: Optimality conditions for disjunctive programs with application to mathematical programs with equilibrium constraints. Set Valued Anal. 15(2), 139–162 (2007)
Gfrerer, H., Ye, J.: New constraint qualifications for mathematical programs with equilibrium constraints via variational analysis. SIAM J. Optim. 27(2), 842–865 (2017)
Gould, F.J., Tolle, J.W.: A necessary and sufficient qualification for constrained optimization. SIAM J. Appl. Math. 20, 164–172 (1971)
Gugat, M.: Optimal switching boundary control of a string to rest infinite time. ZAMMJ. Appl. Math. Mech. 88(4), 283–305 (2008)
Guignard, M.: Generalized Kuhn-Tucker conditions for mathematical programming problems in a Banach space. SIAM J. Contr. 7, 232–241 (1969)
Guo, L., Lin, G.H.: Notes on some constraint qualifications for mathematical programs with equilibrium constraints. J. Optim. Theory Appl. 156(3), 600–616 (2013)
Guo, L., Lin, G.H., Ye, J.J.: Second-order optimality conditions for mathematical programs with equilibrium constraints. J. Optim. Theory Appl. 158(1), 33–64 (2013)
Hante, F.M., Sager, S.: Relaxation methods for mixed-integer optimal control of partial differential equations. Comput. Optim. Appl. 55(1), 197–225 (2013)
Hoheisel, T., Kanzow, C.: First and second order optimality conditions for mathematical programs with vanishing constraints. Appl. Math. 52(6), 495–514 (2007)
Hoheisel, T., Kanzow, C.: Stationary conditions for mathematical programs with vanishing constraints using weak constraint qualifications. J. Math. Anal. Appl. 337, 292–310 (2008)
Hoheisel, T., Kanzow, C.: On the Abadie and Guignard constraint qualifications for mathematical programmes with vanishing constraints. Optimization 58(4), 431–448 (2009)
Hoheisel, T., Kanzow, C., Outrata, J.V.: Exact penalty results for mathematical programs with vanishing constraints. Nonlinear Anal. 72, 2514–2526 (2010)
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)
Jeyakumar, V., Luc, D.T.: Nonsmooth calculus, minimality, and monotonicity of convexificators. J. Optim. Theory Appl. 101, 599–621 (1999)
Kanzow, C., Mehlitz, P., Steck, D.: Relaxation schemes for mathematical programs with switching constraints. J. Optim. Meth. Soft. https://doi.org/10.1080/10556788.2019.1663425
Liberzon, D.: Switching in Systems and Control. Birkhauser, Boston (2003)
Li, X.F.: Constraint qualifications in nonsmooth multiobjective optimization. J. Optim. Theory Appl. 106(2), 373–398 (2000)
Liang, Z.-A., Huang, H.-X., Pardalos, P.M.: Efficiency conditions and duality for a class of multiobjective fractional programming problems. J. Global Optim. 27, 447–471 (2003)
Luo, Z.-Q., Pang, J.-S., Ralph, D.: Mathematical Programs with Equilibrium Constraints. Cambridge University Press, Cambridge, UK (1996)
Maeda, T.: Constraint qualifications in multiobjective optimization problems: differentiable case. J. Optim. Theory Appl. 80(3), 483–500 (1994)
Maeda, T.: Second order conditions for efficiency in nonsmooth multiobjective optimization problems. J. Optim. Theory Appl. 122(3), 521–538 (2004)
Mangasarian, O.L.: Nonlinear Programming. Mcgraw Hill, New York (1969)
Mehlitz, P.: Stationarity conditions and constraint qualifications for mathematical programs with switching constraints. Math. Program. 181, 149–186 (2020)
Mishra, S.K., Singh, V., Laha, V.: On duality for mathematical programs with vanishing constraints. Ann. Oper. Res. 243(1–2), 249–272 (2016)
Mishra, S.K., Singh, V., Laha, V., Mohapatra, R.N.: On constraint qualifications for multiobjective optimization problems with vanishing constraints. In: Xu, H., Wang, S., Wu, S.Y. (eds.) Optimization Methods, Theory and Applications. Springer, Berlin, Heidelberg (2015)
Mordukhovich, B.S.: Variations Analysis and Generalized Differentiation, I: Basic Theory. Grundlehren Series (Fundamental Principles of Mathematical Sciences), vol. 330. Springer, Berlin (2006)
Mordukhovich, B.S.: Equilibrium problems with equilibrium constraints via multiobjective optimization. Optim. Methods Soft. 19, 479–492 (2004)
Mordukhovich, B.S.: Variational Analysis and Generalized Differentiation, II: Applications. Grundlehren Series (Fundamental Principles of Mathematical Sciences), vol. 331. Springer, Berlin (2006)
Mordukhovich, B.S.: Multiobjective optimization problems with equilibrium constraints. Math. Program. Ser. B 117, 331–354 (2009)
Movahedian, N., Nobakhtian, S.: Necessary and sufficient conditions for nonsmooth mathematical programs with equilibrium constraints. Nonlinear Anal. 72, 2694–2705 (2010)
Outrata, J.V.: Optimality conditions for a class of mathematical programs with equilibrium constraints. Math. Oper. Res. 24, 627–644 (1999)
Outrata, J., Kocvara, M., Zowe, J.: Nonsmooth Approach to Optimization Problems with Equilibrium Constraints. Kluwer Academic Publishers, Dordrecht (1998)
Pareto, V.: Course d’E’ conomie Politique. Rouge, Lausanne (1896)
Pandey, Y., Mishra, S.K.: On strong KKT type sufficient optimality conditions for nonsmooth multiobjective semi-infinite mathematical programming problem with equilibrium constraints. Oper. Res. Lett. 44, 148–151 (2016)
Pandey, Y., Mishra, S.K.: Duality for nonsmooth optimization problems with equilibrium constraints, using convexificators. J. Optim. Theory Appl. 17, 694–707 (2016)
Pandey, Y., Mishra, S.K.: Optimality conditions and duality for semi-infinite mathematical programming problems with equilibrium constraints, using convexificators. Ann. Oper. Res. 269, 549–564 (2018)
Peterson, D.W.: A review of constraint qualifications in finite-dimensional spaces. SIAM Rev. 15, 639–654 (1973)
Preda, V., Chitescu, I.: On constraint qualifications in multiobjective optimization problems: semidifferentiable case. J. Optim. Theory Appl. 100(2), 417–433 (1999)
Rockafellar, R.T.: Convex Analysis. Princeton University Press, Princeton, New Jersey (1970)
Sager, S.: Reformulations and algorithms for the optimization of switching decisions in nonlinear optimal control. J. Process Control 19(8), 1238–1247 (2009)
Scheel, S., Scholtes, S.: Mathematical programs with complementarity constraints: stationarity, optimality, and sensitivity. Math. Oper. Res. 25(1), 1–22 (2000)
Seidman, T.I.: Optimal control of a diffusion/reaction/switching system. Evolut. Equ. Control Theory 2(4), 723–731 (2013)
Van Su, T., Dinh, D.H.: Duality results for interval-valued pseudoconvex optimization problem with equilibrium constraints with applications. Comp. Appl. Math. 39, 127 (2020)
Wang, L., Yan, Q.: Time optimal controls of semilinear heat equation with switching control. J. Optim. Theory Appl. 165(1), 263–278 (2015)
Ye, J.J.: Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints. J. Math. Anal. Appl. 307(1), 350–369 (2005)
Ye, J.J., Zhu, D.L., Zhu, Q.J.: Exact penalization and necessary optimality conditions for generalized bilevel programming problems. SIAM J. Optim. 2, 481–507 (1997)
Ye, J.J.: Constraint qualifications and necessary optimality conditions for optimization problems with variational inequality constraints. SIAM J. Optim. 10, 943–962 (2000)
Zuazua, E.: Switching control. J. Eur. Math. Soc. 13(1), 85–117 (2011)
Acknowledgements
The authors are grateful to anonymous referees for careful reading of the manuscript, which improved the chapter in its present form. We are grateful to Prof. S. K. Mishra for his most valuable support to design this chapter. The second author is supported by the Science and Engineering Research Board, a statutory body of the Department of Science and Technology (DST), Government of India, through project reference no. EMR/2016/002756.
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2021 The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd.
About this paper
Cite this paper
Pandey, Y., Singh, V. (2021). On Constraint Qualifications for Multiobjective Optimization Problems with Switching Constraints. In: Laha, V., Maréchal, P., Mishra, S.K. (eds) Optimization, Variational Analysis and Applications. IFSOVAA 2020. Springer Proceedings in Mathematics & Statistics, vol 355. Springer, Singapore. https://doi.org/10.1007/978-981-16-1819-2_13
Download citation
DOI: https://doi.org/10.1007/978-981-16-1819-2_13
Published:
Publisher Name: Springer, Singapore
Print ISBN: 978-981-16-1818-5
Online ISBN: 978-981-16-1819-2
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)