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arXiv · 1807.08480

Linearized M-stationarity conditions for general optimization problems

Helmut Gfrerer
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Abstract

This paper investigates new first-order optimality conditions for general optimization problems. These optimality conditions are stronger than the commonly used M-stationarity conditions and are in particular useful when the latter cannot be applied because the underlying limiting normal cone cannot be computed effectively. We apply our optimality conditions to a MPEC to demonstrate their practicability.

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Helmut Gfrerer. 2018-07-23. Linearized M-stationarity conditions for general optimization problems. https://arxiv.org/abs/1807.08480

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