Mordukhovich stationarity for mathematical programs with switching constraints under weak constraint qualifications

Abstract

The mathematical program with switching constraints (MPSC), which has been introduced recently, is a difficult class of optimization problems since standard constraint qualifications are very likely to fail at local minimizers. Due to the failure of standard constraint qualifications, it is reasonable to propose some constraint qualifications for local minimizers to satisfy some stationarity conditions that are generally weaker than Karush-Kuhn-Tucker stationarity such as Mordukhovich (M-) stationarity. First, we propose the weakest constraint qualification for M-stationarity of MPSC to hold at local minimizers. Then we extend some weak verifiable constraint qualifications for nonlinear programming to allow the existence of switching constraints, which are all strictly weaker than MPSC linear independence constraint qualification and/or MPSC Mangasarian-Fromovitz constraint qualification used in the literature. We show that most of the newly introduced constraint qualifications are sufficient for local minimizers to be M-stationary. Finally, the relations among MPSC tailored constraint qualifications are discussed.

Keywords:

• Mathematical program with switching constraints
• constraint qualification
• stationarity

Disclosure statement

No potential conflict of interest was reported by the author(s).

Additional information

Funding

This first author was supported in part by NSFC Grants (No. 11901068,11871383), the Project of Chongqing Technology and Business University (No. 1952034,ZDPTTD201908) and the Project of National Center for Applied Mathematics (No. ncamc2021-msxm01). This second author was supported in part by the Natural Science Foundation of Shanghai (No. 22ZR1415900), the National Natural Science Foundation of China (No. 72131007) and the Fundamental Research Funds for the Central Universities.